-42.1%
CPB vs AEE
+219.0%
-261.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -5.8% | +0.6% | -6.4% | -6.0% |
| 30D | +16.5% | +8.8% | +7.6% | +12.8% |
| 3M | -1.1% | +5.1% | -6.2% | -3.0% |
| 6M | +11.5% | +5.2% | +6.3% | +9.3% |
| YTD | -15.7% | +16.1% | -31.8% | -20.6% |
| 1Y | -24.7% | +10.4% | -35.1% | -27.7% |
| 3Y | -37.3% | +63.1% | -100.4% | -48.4% |
| 5Y | -35.0% | +55.6% | -90.6% | -46.0% |
| All | -42.1% | +219.0% | -261.1% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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