-46.0%
CPB vs AHR
+360.2%
-406.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -5.4% | -3.0% | -2.3% | -5.0% |
| 30D | -7.8% | +2.6% | -10.4% | -8.1% |
| 3M | -6.9% | +16.0% | -23.0% | -7.8% |
| 6M | -12.2% | +3.1% | -15.3% | -12.5% |
| YTD | -21.1% | +16.0% | -37.1% | -22.0% |
| 1Y | -33.5% | +28.0% | -61.5% | -35.0% |
| All | -46.0% | +360.2% | -406.2% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling