-40.4%
CPB vs IAG
+370.6%
-411.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.2% |
| 7D | -4.1% | +3.4% | -7.5% | -4.2% |
| 30D | +16.9% | -2.7% | +19.6% | +16.9% |
| 3M | -0.6% | -0.5% | -0.1% | -0.7% |
| 6M | +11.4% | -4.8% | +16.2% | +11.2% |
| YTD | -14.8% | +9.6% | -24.4% | -15.6% |
| 1Y | -24.8% | +32.2% | -57.0% | -26.0% |
| 3Y | -36.6% | +692.5% | -729.2% | -42.7% |
| 5Y | -33.3% | +447.6% | -480.9% | -39.9% |
| 10Y | -40.4% | +403.3% | -443.7% | -48.5% |
| All | -40.4% | +370.6% | -411.0% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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