+2,251.6%
ALB vs CPB
+205.6%
+2,046.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | +9.5% | +3.3% | +6.2% | +8.6% |
| 30D | -2.1% | +19.0% | -21.1% | -6.8% |
| 3M | -24.1% | +0.4% | -24.6% | -24.5% |
| 6M | -51.0% | +13.0% | -64.0% | -53.1% |
| YTD | -29.3% | -12.7% | -16.6% | -27.8% |
| 1Y | +3.2% | -20.9% | +24.0% | +8.1% |
| 3Y | -9.3% | -35.4% | +26.1% | -1.0% |
| 5Y | -61.6% | -32.3% | -29.3% | -59.7% |
| 10Y | +40.8% | -40.5% | +81.3% | +46.2% |
| All | +2,251.6% | +205.6% | +2,046.0% | +1,597.7% |
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