-40.3%
CPB vs ALK
-45.9%
+5.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.6% | +3.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +19.2% | +7.7% | +11.5% | +18.9% |
| 3M | -0.9% | -19.0% | +18.0% | -0.4% |
| 6M | +15.2% | -0.2% | +15.4% | +15.0% |
| YTD | -13.1% | -23.5% | +10.4% | -12.7% |
| 1Y | -22.4% | -9.1% | -13.3% | -22.6% |
| 3Y | -35.3% | +12.0% | -47.3% | -36.2% |
| 5Y | -33.0% | -30.9% | -2.1% | -33.2% |
| All | -40.3% | -45.9% | +5.7% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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