-30.4%
CPB vs AMP
+11.4%
-41.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.4% |
| 7D | -8.6% | +0.2% | -8.8% | -8.6% |
| 30D | -7.2% | -0.1% | -7.2% | -7.2% |
| 3M | +0.9% | +23.6% | -22.7% | +1.3% |
| 6M | -11.8% | +20.4% | -32.2% | -11.5% |
| YTD | -19.4% | +15.4% | -34.8% | -18.7% |
| 1Y | -30.4% | +11.0% | -41.3% | -32.4% |
| All | -30.4% | +11.4% | -41.8% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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