-33.3%
CPB vs AEIS
+150.6%
-183.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -0.9% |
| 7D | -4.1% | +9.5% | -13.6% | -3.3% |
| 30D | +16.9% | -17.5% | +34.4% | +16.2% |
| 3M | -0.6% | -29.3% | +28.7% | -1.8% |
| 6M | +11.4% | -34.7% | +46.1% | +10.1% |
| YTD | -14.8% | +10.7% | -25.6% | -14.7% |
| 1Y | -24.8% | +7.4% | -32.2% | -24.7% |
| 3Y | -36.6% | +161.1% | -197.7% | -35.6% |
| 5Y | -33.3% | +150.7% | -184.1% | -33.5% |
| All | -33.3% | +150.6% | -183.9% | -33.5% |
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 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