-41.0%
CPB vs AEE
+49.7%
-90.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | -8.2% | +1.3% | -9.5% | -8.8% |
| 30D | -5.6% | -1.2% | -4.4% | -5.1% |
| 3M | +3.0% | +1.0% | +1.9% | +2.4% |
| 6M | -12.7% | -2.3% | -10.4% | -12.0% |
| YTD | -18.0% | +9.1% | -27.1% | -21.7% |
| 1Y | -31.7% | +10.6% | -42.3% | -35.3% |
| 3Y | -41.0% | +48.5% | -89.4% | -52.0% |
| All | -41.0% | +49.7% | -90.6% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling