-24.7%
CPB vs ALK
-7.4%
-17.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.8% |
| 7D | -5.8% | +0.9% | -6.7% | -5.9% |
| 30D | +16.5% | +3.3% | +13.2% | +15.8% |
| 3M | -1.1% | -17.6% | +16.5% | -1.3% |
| 6M | +11.5% | +0.8% | +10.6% | +11.1% |
| YTD | -15.7% | -22.4% | +6.6% | -16.6% |
| 1Y | -24.7% | -10.1% | -14.6% | -26.0% |
| All | -24.7% | -7.4% | -17.3% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling