-17.0%
AMRZ vs CPB
-20.9%
+4.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | +2.5% | +11.6% | -9.1% | +1.4% |
| 30D | +14.4% | +23.3% | -8.9% | +12.4% |
| 3M | -19.2% | +1.6% | -20.8% | -19.7% |
| 6M | -19.7% | +13.9% | -33.7% | -21.1% |
| YTD | -20.2% | -11.7% | -8.5% | -19.5% |
| 1Y | -15.1% | -18.2% | +3.2% | -13.8% |
| All | -17.0% | -20.9% | +4.0% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling