-41.0%
CPB vs AEIS
+173.5%
-214.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +2.0% |
| 7D | -8.2% | +8.1% | -16.4% | -7.7% |
| 30D | -5.6% | -11.1% | +5.5% | -6.2% |
| 3M | +3.0% | -5.6% | +8.6% | +2.9% |
| 6M | -12.7% | -0.6% | -12.1% | -12.6% |
| YTD | -18.0% | +38.0% | -56.0% | -17.4% |
| 1Y | -31.7% | +87.2% | -119.0% | -31.0% |
| 3Y | -41.0% | +179.7% | -220.6% | -41.3% |
| All | -41.0% | +173.5% | -214.5% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling