-31.0%
CPB vs AEIS
+85.4%
-116.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.4% |
| 7D | -8.0% | +6.5% | -14.5% | -7.3% |
| 30D | -2.4% | -9.2% | +6.8% | -3.3% |
| 3M | +0.5% | -8.3% | +8.9% | +0.1% |
| 6M | -10.5% | -6.3% | -4.1% | -10.6% |
| YTD | -17.5% | +36.5% | -54.0% | -16.7% |
| 1Y | -31.0% | +84.8% | -115.8% | -34.1% |
| All | -31.0% | +85.4% | -116.4% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling