+83.6%
CPB vs IAG
+299.6%
-216.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.1% | -0.9% |
| 7D | -5.8% | -2.1% | -3.7% | -5.8% |
| 30D | +16.5% | -6.2% | +22.6% | +16.6% |
| 3M | -1.1% | -5.1% | +4.0% | -1.1% |
| 6M | +11.5% | -10.0% | +21.5% | +11.5% |
| YTD | -15.7% | +3.9% | -19.7% | -16.3% |
| 1Y | -24.7% | +18.9% | -43.5% | -25.5% |
| 3Y | -37.3% | +651.8% | -689.0% | -41.8% |
| 5Y | -35.0% | +416.3% | -451.3% | -39.8% |
| 10Y | -41.0% | +377.4% | -418.5% | -46.3% |
| All | +83.6% | +299.6% | -216.0% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling