+100.2%
AMCR vs CPB
-0.8%
+101.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.3% |
| 7D | -1.9% | -8.6% | +6.7% | -0.6% |
| 30D | -4.1% | -7.2% | +3.2% | -3.1% |
| 3M | +21.7% | +0.9% | +20.8% | +21.5% |
| 6M | +1.5% | -11.8% | +13.3% | +3.0% |
| YTD | +13.1% | -19.4% | +32.5% | +16.1% |
| 1Y | +13.0% | -30.4% | +43.4% | +17.8% |
| 3Y | +6.9% | -40.2% | +47.1% | +13.2% |
| 5Y | -10.5% | -39.5% | +29.1% | -5.0% |
| 10Y | +20.9% | -47.4% | +68.3% | +27.4% |
| All | +100.2% | -0.8% | +101.0% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling