+115.3%
CPB vs AEIS
+2,098.8%
-1,983.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -1.4% |
| 7D | -4.1% | +9.5% | -13.6% | -4.4% |
| 30D | +16.9% | -17.5% | +34.4% | +17.4% |
| 3M | -0.6% | -29.3% | +28.7% | +0.3% |
| 6M | +11.4% | -34.7% | +46.1% | +12.2% |
| YTD | -14.8% | +10.7% | -25.6% | -16.2% |
| 1Y | -24.8% | +7.4% | -32.2% | -25.9% |
| 3Y | -36.6% | +161.1% | -197.7% | -40.3% |
| 5Y | -33.3% | +150.7% | -184.1% | -37.6% |
| 10Y | -40.4% | +360.8% | -401.2% | -47.0% |
| All | +115.3% | +2,098.8% | -1,983.5% | +72.6% |
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