-46.7%
CPB vs AEIS
+562.2%
-608.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.3% |
| 7D | -1.8% | +2.3% | -4.0% | -1.8% |
| 30D | -7.1% | -14.8% | +7.7% | -7.1% |
| 3M | -6.0% | -15.6% | +9.5% | -6.0% |
| 6M | -5.3% | -8.7% | +3.4% | -5.5% |
| YTD | -20.8% | +37.3% | -58.2% | -21.8% |
| 1Y | -33.8% | +80.3% | -114.2% | -35.2% |
| 3Y | -43.7% | +177.9% | -221.7% | -45.9% |
| 5Y | -40.7% | +235.8% | -276.5% | -43.9% |
| All | -46.7% | +562.2% | -608.9% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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