+207.4%
ALAB vs CPB
-40.9%
+248.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.5% | +5.4% |
| 7D | -26.3% | +8.0% | -34.3% | -21.8% |
| 30D | -50.1% | +22.4% | -72.5% | -41.9% |
| 3M | -42.5% | +2.5% | -45.0% | -39.2% |
| 6M | -10.8% | +12.2% | -23.1% | +1.4% |
| YTD | +14.6% | -12.8% | +27.5% | +19.2% |
| 1Y | +17.1% | -19.2% | +36.3% | +17.8% |
| All | +207.4% | -40.9% | +248.3% | +184.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling