-30.4%
CPB vs AHR
+33.1%
-63.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.1% |
| 7D | -8.6% | -1.5% | -7.1% | -8.4% |
| 30D | -7.2% | -1.4% | -5.8% | -7.1% |
| 3M | +0.9% | +18.6% | -17.7% | +0.5% |
| 6M | -11.8% | +6.6% | -18.4% | -12.4% |
| YTD | -19.4% | +17.5% | -36.9% | -19.9% |
| 1Y | -30.4% | +30.9% | -61.2% | -31.2% |
| All | -30.4% | +33.1% | -63.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling