-27.5%
CPB vs ALC
+21.6%
-49.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.7% | +2.0% |
| 7D | -8.2% | -3.7% | -4.6% | -7.8% |
| 30D | -5.6% | -3.7% | -1.9% | -5.2% |
| 3M | +3.0% | +4.6% | -1.6% | +2.5% |
| 6M | -12.7% | -14.6% | +1.9% | -11.5% |
| YTD | -18.0% | -11.9% | -6.1% | -17.2% |
| 1Y | -31.7% | -13.1% | -18.6% | -31.0% |
| 3Y | -41.0% | -15.0% | -26.0% | -40.4% |
| 5Y | -38.4% | -16.2% | -22.2% | -38.0% |
| All | -27.5% | +21.6% | -49.1% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling