-43.9%
ALB vs CPB
-39.5%
-4.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.1% | -4.3% |
| 7D | -8.1% | -8.6% | +0.5% | -7.6% |
| 30D | +6.3% | -7.2% | +13.5% | +6.8% |
| 3M | -23.6% | +0.9% | -24.5% | -23.6% |
| 6M | -24.6% | -11.8% | -12.8% | -24.1% |
| YTD | -10.3% | -19.4% | +9.1% | -9.2% |
| 1Y | +61.5% | -30.4% | +91.8% | +65.1% |
| 3Y | -34.0% | -40.2% | +6.2% | -32.0% |
| All | -43.9% | -39.5% | -4.4% | -41.5% |
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