+2,254.7%
ALB vs CPB
+205.3%
+2,049.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +9.1% | +8.0% | +1.1% | +6.9% |
| 30D | -3.4% | +22.4% | -25.8% | -8.7% |
| 3M | -20.6% | +2.5% | -23.1% | -21.4% |
| 6M | -48.2% | +12.2% | -60.4% | -50.3% |
| YTD | -29.2% | -12.8% | -16.4% | -27.7% |
| 1Y | +10.0% | -19.2% | +29.2% | +14.6% |
| 3Y | -12.9% | -35.6% | +22.7% | -4.8% |
| 5Y | -61.3% | -31.4% | -29.9% | -59.5% |
| 10Y | +35.8% | -37.9% | +73.7% | +38.9% |
| All | +2,254.7% | +205.3% | +2,049.4% | +1,600.4% |
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