-36.6%
CPB vs ALK
+20.7%
-57.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -4.1% | +2.6% | -6.7% | -4.2% |
| 30D | +16.9% | +7.8% | +9.1% | +16.3% |
| 3M | -0.6% | -15.2% | +14.7% | -0.3% |
| 6M | +11.4% | +5.0% | +6.3% | +10.7% |
| YTD | -14.8% | -18.4% | +3.6% | -14.8% |
| 1Y | -24.8% | -2.4% | -22.4% | -25.4% |
| All | -36.6% | +20.7% | -57.3% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling