-63.4%
ALB vs CPB
-33.2%
-30.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -1.6% |
| 7D | -5.8% | -1.6% | -4.2% | -5.7% |
| 30D | -4.5% | +19.2% | -23.7% | -5.5% |
| 3M | -28.1% | -0.9% | -27.1% | -28.0% |
| 6M | -53.2% | +15.2% | -68.4% | -53.6% |
| YTD | -33.3% | -13.1% | -20.2% | -32.8% |
| 1Y | -17.4% | -22.4% | +5.0% | -16.1% |
| 3Y | -14.1% | -35.3% | +21.2% | -12.1% |
| All | -63.4% | -33.2% | -30.1% | -61.8% |
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 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