+3.0%
CPB vs ACM
+230.8%
-227.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -8.6% | -3.7% | -4.8% | -8.2% |
| 30D | -7.2% | -11.1% | +3.9% | -6.2% |
| 3M | +0.9% | -8.0% | +8.9% | +1.6% |
| 6M | -11.8% | -29.7% | +17.8% | -8.6% |
| YTD | -19.4% | -29.4% | +10.0% | -16.7% |
| 1Y | -30.4% | -46.4% | +16.0% | -25.9% |
| 3Y | -40.2% | -22.3% | -17.8% | -39.3% |
| 5Y | -39.5% | +4.5% | -44.0% | -41.1% |
| 10Y | -47.4% | +127.6% | -175.0% | -55.0% |
| All | +3.0% | +230.8% | -227.8% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling