+365.7%
ALAB vs CPB
-44.4%
+410.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.8% | -8.7% | -5.8% |
| 7D | +3.2% | -8.2% | +11.4% | -1.5% |
| 30D | -13.6% | -5.6% | -8.0% | -15.9% |
| 3M | -16.6% | +3.0% | -19.6% | -13.0% |
| 6M | +142.3% | -12.7% | +155.0% | +138.2% |
| YTD | +73.6% | -18.0% | +91.6% | +68.2% |
| 1Y | +33.7% | -31.7% | +65.4% | +19.9% |
| All | +365.7% | -44.4% | +410.0% | +300.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling