+36.3%
ALB vs CPB
-40.1%
+76.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.1% | -4.1% | +5.1% | +1.5% |
| 30D | -2.6% | +16.9% | -19.5% | -4.3% |
| 3M | -25.6% | -0.6% | -25.0% | -25.5% |
| 6M | -54.0% | +11.4% | -65.4% | -54.7% |
| YTD | -31.6% | -14.8% | -16.7% | -30.6% |
| 1Y | -6.6% | -24.8% | +18.2% | -3.8% |
| 3Y | -14.0% | -36.6% | +22.6% | -10.2% |
| 5Y | -62.5% | -33.3% | -29.2% | -61.7% |
| 10Y | +36.3% | -40.4% | +76.7% | +52.3% |
| All | +36.3% | -40.1% | +76.4% | +52.3% |
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