+387.7%
CPB vs ALK
+765.2%
-377.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.0% |
| 7D | +11.6% | +7.1% | +4.5% | +10.9% |
| 30D | +23.3% | -3.0% | +26.3% | +23.6% |
| 3M | +1.6% | -25.6% | +27.3% | +3.9% |
| 6M | +13.9% | +0.5% | +13.5% | +13.3% |
| YTD | -11.7% | -23.1% | +11.4% | -10.7% |
| 1Y | -18.2% | -7.5% | -10.7% | -18.6% |
| 3Y | -35.2% | +15.3% | -50.5% | -37.8% |
| 5Y | -30.5% | -34.8% | +4.3% | -30.8% |
| 10Y | -37.1% | -41.2% | +4.0% | -39.6% |
| All | +387.7% | +765.2% | -377.6% | +190.6% |
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