+100.3%
AMCR vs CPB
+7.0%
+93.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.5% |
| 7D | -2.4% | -1.6% | -0.8% | -2.2% |
| 30D | +3.6% | +19.2% | -15.6% | +0.9% |
| 3M | -4.2% | -0.9% | -3.3% | -4.3% |
| 6M | +15.5% | +15.2% | +0.3% | +13.1% |
| YTD | +9.7% | -13.1% | +22.8% | +11.3% |
| 1Y | +8.3% | -22.4% | +30.7% | +11.3% |
| 3Y | +15.4% | -35.3% | +50.7% | +20.6% |
| 5Y | -9.1% | -33.0% | +23.9% | -4.9% |
| 10Y | +18.6% | -39.2% | +57.8% | +24.2% |
| All | +100.3% | +7.0% | +93.3% | +113.5% |
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