+24.5%
ALAB vs CPB
-18.4%
+43.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.9% | -10.4% | +0.4% |
| 7D | -24.9% | +13.0% | -37.8% | -16.5% |
| 30D | -38.4% | +20.5% | -58.9% | -27.1% |
| 3M | -38.3% | +2.2% | -40.5% | -34.0% |
| 6M | +10.9% | +15.4% | -4.4% | +28.7% |
| YTD | +34.2% | -12.3% | +46.5% | +55.3% |
| 1Y | +24.5% | -18.0% | +42.5% | +51.2% |
| All | +24.5% | -18.4% | +43.0% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling