-40.4%
CPB vs ACM
+130.8%
-171.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -4.1% | +3.0% | -7.1% | -4.4% |
| 30D | +16.9% | +19.7% | -2.7% | +15.1% |
| 3M | -0.6% | +5.3% | -5.9% | -1.1% |
| 6M | +11.4% | -10.8% | +22.2% | +12.0% |
| YTD | -14.8% | -25.1% | +10.3% | -13.3% |
| 1Y | -24.8% | -45.8% | +21.0% | -21.5% |
| 3Y | -36.6% | -9.4% | -27.2% | -36.8% |
| 5Y | -33.3% | +4.8% | -38.1% | -34.7% |
| 10Y | -40.4% | +129.8% | -170.1% | -46.0% |
| All | -40.4% | +130.8% | -171.2% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling