-46.7%
CPB vs AMP
+589.3%
-636.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -7.1% | -1.3% | -5.8% | -7.0% |
| 3M | -6.0% | +24.2% | -30.2% | -7.9% |
| 6M | -5.3% | +24.6% | -29.8% | -7.2% |
| YTD | -20.8% | +14.8% | -35.7% | -22.0% |
| 1Y | -33.8% | +12.8% | -46.6% | -34.7% |
| 3Y | -43.7% | +69.0% | -112.7% | -46.9% |
| 5Y | -40.7% | +124.9% | -165.6% | -46.1% |
| All | -46.7% | +589.3% | -636.0% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling