-32.8%
AAL vs CPB
-39.5%
+6.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.6% |
| 7D | -3.7% | -8.6% | +4.9% | -2.7% |
| 30D | -20.8% | -7.2% | -13.6% | -20.1% |
| 3M | -1.3% | +0.9% | -2.2% | -1.5% |
| 6M | +5.4% | -11.8% | +17.2% | +6.5% |
| YTD | -14.4% | -19.4% | +5.1% | -12.8% |
| 1Y | +2.1% | -30.4% | +32.5% | +5.8% |
| 3Y | -10.6% | -40.2% | +29.6% | -6.1% |
| All | -32.8% | -39.5% | +6.7% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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