-10.2%
AMCR vs CPB
-40.6%
+30.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.0% |
| 7D | -5.0% | -5.4% | +0.4% | -3.4% |
| 30D | -8.0% | -7.8% | -0.1% | -5.8% |
| 3M | +14.3% | -6.9% | +21.2% | +16.5% |
| 6M | +5.3% | -12.2% | +17.5% | +9.0% |
| YTD | +7.7% | -21.1% | +28.8% | +15.0% |
| 1Y | +10.8% | -33.5% | +44.4% | +24.1% |
| 3Y | +9.6% | -43.2% | +52.8% | +26.6% |
| 5Y | -10.2% | -40.9% | +30.7% | -0.1% |
| All | -10.2% | -40.6% | +30.4% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling