+56.1%
ALB vs CPB
-33.1%
+89.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.1% | -4.7% |
| 7D | -8.1% | -8.6% | +0.5% | -8.7% |
| 30D | +6.3% | -7.2% | +13.5% | +5.8% |
| 3M | -23.6% | +0.9% | -24.5% | -22.7% |
| 6M | -24.6% | -11.8% | -12.8% | -25.8% |
| YTD | -10.3% | -19.4% | +9.1% | -13.1% |
| All | +56.1% | -33.1% | +89.2% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling