-46.9%
CPB vs IAG
+423.2%
-470.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -4.2% |
| 7D | -5.4% | -4.1% | -1.3% | -5.2% |
| 30D | -7.8% | +10.6% | -18.5% | -8.2% |
| 3M | -6.9% | +35.4% | -42.3% | -8.0% |
| 6M | -12.2% | -9.5% | -2.6% | -12.1% |
| YTD | -21.1% | +21.8% | -42.9% | -22.0% |
| 1Y | -33.5% | +84.1% | -117.6% | -35.5% |
| 3Y | -43.2% | +817.4% | -860.5% | -49.2% |
| 5Y | -40.9% | +830.1% | -871.0% | -48.2% |
| All | -46.9% | +423.2% | -470.0% | -54.0% |
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