-35.3%
CPB vs IAG
+663.0%
-698.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.1% | +3.1% |
| 7D | -1.6% | -7.7% | +6.1% | -1.6% |
| 30D | +19.2% | +1.6% | +17.6% | +19.1% |
| 3M | -1.0% | -2.4% | +1.5% | -1.0% |
| 6M | +15.2% | -7.8% | +23.0% | +15.3% |
| YTD | -13.1% | +5.0% | -18.1% | -13.2% |
| 1Y | -22.4% | +25.7% | -48.1% | -22.6% |
| 3Y | -35.3% | +694.5% | -729.8% | -39.7% |
| All | -35.3% | +663.0% | -698.3% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling