+48.5%
CPB vs AMP
+1,967.6%
-1,919.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.5% |
| 3M | -0.9% | -8.7% | +7.7% | +0.1% |
| 6M | +15.2% | +11.4% | +3.8% | +13.5% |
| YTD | -13.1% | +7.3% | -20.4% | -14.2% |
| 1Y | -22.4% | +14.6% | -37.0% | -24.1% |
| 3Y | -35.3% | +61.2% | -96.5% | -40.0% |
| 5Y | -33.0% | +81.0% | -114.0% | -39.5% |
| 10Y | -39.2% | +468.0% | -507.2% | -55.3% |
| All | +48.5% | +1,967.6% | -1,919.0% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling