-38.4%
CPB vs IAG
+766.8%
-805.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.8% |
| 7D | -8.2% | +4.3% | -12.5% | -8.3% |
| 30D | -5.6% | +9.8% | -15.4% | -5.8% |
| 3M | +3.0% | +28.9% | -25.9% | +2.3% |
| 6M | -12.7% | -7.6% | -5.1% | -12.7% |
| YTD | -18.0% | +22.0% | -39.9% | -18.6% |
| 1Y | -31.7% | +99.5% | -131.2% | -33.3% |
| 3Y | -41.0% | +818.3% | -859.2% | -46.1% |
| 5Y | -38.4% | +785.9% | -824.3% | -45.5% |
| All | -38.4% | +766.8% | -805.2% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling