-37.7%
CPB vs AMP
+120.7%
-158.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.6% |
| 7D | -8.0% | 0.0% | -8.0% | -8.0% |
| 30D | -2.4% | -1.0% | -1.4% | -2.3% |
| 3M | +0.5% | +23.2% | -22.7% | -1.1% |
| 6M | -10.5% | +20.4% | -30.9% | -11.8% |
| YTD | -17.5% | +13.6% | -31.2% | -18.5% |
| 1Y | -31.0% | +13.4% | -44.4% | -31.9% |
| 3Y | -40.6% | +66.5% | -107.1% | -44.0% |
| 5Y | -37.7% | +120.2% | -158.0% | -45.0% |
| All | -37.7% | +120.7% | -158.4% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling