-40.5%
CPB vs ACM
+147.1%
-187.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -1.6% |
| 7D | +3.3% | +6.9% | -3.6% | +2.6% |
| 30D | +19.0% | +19.1% | -0.1% | +17.2% |
| 3M | +0.4% | -6.9% | +7.4% | +0.8% |
| 6M | +13.0% | -12.0% | +25.0% | +13.7% |
| YTD | -12.7% | -25.1% | +12.4% | -11.2% |
| 1Y | -20.9% | -45.4% | +24.5% | -17.5% |
| 3Y | -35.4% | -6.9% | -28.5% | -35.8% |
| 5Y | -32.3% | +3.7% | -36.0% | -33.6% |
| 10Y | -40.5% | +135.8% | -176.3% | -46.1% |
| All | -40.5% | +147.1% | -187.7% | -46.1% |
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