-38.1%
CPB vs AEIS
+242.5%
-280.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.9% |
| 7D | -8.2% | +8.1% | -16.4% | -7.8% |
| 30D | -5.6% | -11.1% | +5.5% | -6.0% |
| 3M | +3.0% | -5.6% | +8.6% | +3.0% |
| 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% | -40.2% |
| All | -38.1% | +242.5% | -280.6% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling