+345.0%
CPB vs ALK
+839.9%
-494.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.5% |
| 7D | -8.6% | -0.7% | -7.9% | -8.6% |
| 30D | -7.2% | -19.2% | +12.0% | -5.7% |
| 3M | +0.9% | -1.5% | +2.4% | +0.7% |
| 6M | -11.8% | -13.1% | +1.2% | -11.4% |
| YTD | -19.4% | -16.4% | -3.0% | -18.9% |
| 1Y | -30.4% | -33.1% | +2.7% | -28.8% |
| 3Y | -40.2% | +0.6% | -40.8% | -41.8% |
| 5Y | -39.5% | -26.4% | -13.1% | -40.3% |
| 10Y | -47.4% | -34.2% | -13.2% | -49.9% |
| All | +345.0% | +839.9% | -494.9% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling