-24.7%
CPB vs AEE
+11.1%
-35.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -5.8% | +0.6% | -6.4% | -6.1% |
| 30D | +16.5% | +8.8% | +7.6% | +12.6% |
| 3M | -1.1% | +5.1% | -6.2% | -3.2% |
| 6M | +11.5% | +5.2% | +6.3% | +9.0% |
| YTD | -15.7% | +16.1% | -31.8% | -19.5% |
| 1Y | -24.7% | +10.4% | -35.1% | -27.6% |
| All | -24.7% | +11.1% | -35.8% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling