-22.4%
CPB vs AMP
+12.5%
-34.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +3.0% |
| 7D | -1.6% | +3.9% | -5.5% | -2.1% |
| 30D | +19.2% | +5.1% | +14.1% | +18.4% |
| 3M | -0.9% | -8.7% | +7.7% | -1.1% |
| 6M | +15.2% | +11.4% | +3.8% | +14.3% |
| YTD | -13.1% | +7.3% | -20.4% | -13.2% |
| 1Y | -22.4% | +14.6% | -37.0% | -23.0% |
| All | -22.4% | +12.5% | -34.9% | -23.0% |
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