-46.7%
CPB vs AEE
+191.1%
-237.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.8% | -0.8% | -1.0% | -1.5% |
| 30D | -7.1% | -2.9% | -4.2% | -6.0% |
| 3M | -6.0% | -2.4% | -3.6% | -5.2% |
| 6M | -5.3% | -2.7% | -2.6% | -4.5% |
| YTD | -20.8% | +7.3% | -28.1% | -23.2% |
| 1Y | -33.8% | +7.5% | -41.4% | -35.9% |
| 3Y | -43.7% | +46.2% | -89.9% | -51.8% |
| 5Y | -40.7% | +39.7% | -80.4% | -48.8% |
| All | -46.7% | +191.1% | -237.9% | -67.0% |
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