-22.9%
CPB vs ALC
+32.2%
-55.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | +3.3% | +2.1% | +1.2% | +3.0% |
| 30D | +19.0% | +17.2% | +1.8% | +16.8% |
| 3M | +0.4% | +4.6% | -4.2% | -0.2% |
| 6M | +13.0% | +20.1% | -7.1% | +10.7% |
| YTD | -12.7% | -4.2% | -8.5% | -12.8% |
| 1Y | -20.9% | +2.1% | -23.0% | -21.5% |
| 3Y | -35.4% | +4.5% | -39.9% | -36.1% |
| 5Y | -32.3% | -12.3% | -19.9% | -32.3% |
| All | -22.9% | +32.2% | -55.0% | -27.3% |
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