-12.7%
CPB vs AEE
+813.9%
-826.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | -8.6% | +0.3% | -8.9% | -8.7% |
| 30D | -7.2% | -2.3% | -5.0% | -6.4% |
| 3M | +0.9% | +0.2% | +0.7% | +0.7% |
| 6M | -11.8% | -4.7% | -7.1% | -10.3% |
| YTD | -19.4% | +8.1% | -27.5% | -22.1% |
| 1Y | -30.4% | +8.5% | -38.9% | -32.9% |
| 3Y | -40.2% | +48.9% | -89.0% | -49.5% |
| 5Y | -39.5% | +39.9% | -79.4% | -48.2% |
| 10Y | -47.4% | +186.5% | -233.9% | -67.6% |
| All | -12.7% | +813.9% | -826.6% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling