+103.7%
CPB vs AEIS
+2,566.8%
-2,463.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.8% | -3.5% |
| 7D | -8.6% | +3.0% | -11.6% | -8.7% |
| 30D | -7.2% | -14.6% | +7.4% | -6.8% |
| 3M | +0.9% | -12.4% | +13.3% | +0.9% |
| 6M | -11.8% | -15.0% | +3.2% | -11.9% |
| YTD | -19.4% | +34.3% | -53.7% | -21.0% |
| 1Y | -30.4% | +87.4% | -117.7% | -32.8% |
| 3Y | -40.2% | +139.8% | -179.9% | -43.3% |
| 5Y | -39.5% | +220.7% | -260.2% | -43.8% |
| 10Y | -47.4% | +531.6% | -579.0% | -53.7% |
| All | +103.7% | +2,566.8% | -2,463.1% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling