+272.3%
ALAB vs CPB
-42.2%
+314.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.1% | +5.9% |
| 7D | +3.4% | -4.1% | +7.5% | +0.8% |
| 30D | -28.8% | +16.9% | -45.7% | -19.6% |
| 3M | -26.0% | -0.6% | -25.4% | -23.2% |
| 6M | +11.4% | +11.4% | 0.0% | +25.5% |
| YTD | +38.8% | -14.8% | +53.6% | +42.1% |
| 1Y | +37.8% | -24.8% | +62.6% | +33.0% |
| All | +272.3% | -42.2% | +314.5% | +238.7% |
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