+400.4%
ALAB vs CPB
-45.4%
+445.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.4% | +13.1% | +7.7% |
| 7D | +7.2% | -8.6% | +15.8% | +2.0% |
| 30D | -2.5% | -7.2% | +4.7% | -6.2% |
| 3M | -13.3% | +0.9% | -14.2% | -10.7% |
| 6M | +172.8% | -11.8% | +184.6% | +168.4% |
| YTD | +86.6% | -19.4% | +106.0% | +78.7% |
| 1Y | +65.2% | -30.4% | +95.5% | +49.0% |
| All | +400.4% | -45.4% | +445.8% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling