-20.2%
AMRZ vs CPB
-22.2%
+2.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.2% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | +13.0% | +19.2% | -6.2% | +11.3% |
| 3M | -12.1% | -0.9% | -11.2% | -12.4% |
| 6M | -19.1% | +15.2% | -34.4% | -20.5% |
| YTD | -23.3% | -13.1% | -10.2% | -22.5% |
| 1Y | -16.6% | -22.4% | +5.8% | -14.8% |
| All | -20.2% | -22.2% | +2.0% | -18.5% |
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 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