-39.3%
CPB vs ALC
-16.0%
-23.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.1% |
| 7D | -8.6% | -2.1% | -6.5% | -8.4% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | +0.9% | +5.9% | -5.0% | +0.3% |
| 6M | -11.8% | -15.9% | +4.1% | -10.5% |
| YTD | -19.4% | -10.1% | -9.3% | -18.8% |
| 1Y | -30.4% | -10.2% | -20.2% | -29.9% |
| 3Y | -40.2% | -13.6% | -26.6% | -39.5% |
| All | -39.3% | -16.0% | -23.3% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling