-34.2%
ALB vs CPB
-40.0%
+5.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.1% | -4.1% |
| 7D | -8.1% | -8.6% | +0.5% | -7.2% |
| 30D | +6.3% | -7.2% | +13.5% | +7.2% |
| 3M | -23.6% | +0.9% | -24.5% | -23.7% |
| 6M | -24.6% | -11.8% | -12.8% | -23.6% |
| YTD | -10.3% | -19.4% | +9.1% | -8.0% |
| 1Y | +61.5% | -30.4% | +91.8% | +69.4% |
| All | -34.2% | -40.0% | +5.9% | -30.1% |
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