+2,885.9%
ALB vs CPB
+182.2%
+2,703.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.1% | -3.5% |
| 7D | -8.1% | -8.6% | +0.5% | -5.8% |
| 30D | +6.3% | -7.2% | +13.5% | +8.4% |
| 3M | -23.6% | +0.9% | -24.5% | -24.2% |
| 6M | -24.6% | -11.8% | -12.8% | -22.8% |
| YTD | -10.3% | -19.4% | +9.1% | -6.1% |
| 1Y | +61.5% | -30.4% | +91.8% | +74.9% |
| 3Y | -34.0% | -40.2% | +6.2% | -26.4% |
| 5Y | -44.6% | -39.5% | -5.1% | -39.8% |
| 10Y | +76.1% | -47.4% | +123.5% | +90.2% |
| All | +2,885.9% | +182.2% | +2,703.7% | +2,109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling