-62.1%
ALB vs CPB
-31.3%
-30.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +9.1% | +8.0% | +1.1% | +8.6% |
| 30D | -3.4% | +22.4% | -25.8% | -4.6% |
| 3M | -20.6% | +2.5% | -23.1% | -20.6% |
| 6M | -48.2% | +12.2% | -60.4% | -48.5% |
| YTD | -29.2% | -12.8% | -16.4% | -28.7% |
| 1Y | +10.0% | -19.2% | +29.2% | +11.4% |
| 3Y | -12.9% | -35.6% | +22.7% | -11.0% |
| All | -62.1% | -31.3% | -30.8% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling