-18.0%
CPB vs ALLY
+4.2%
-22.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.8% | +2.1% | +5.8% |
| 7D | +13.0% | +2.4% | +10.6% | +12.8% |
| 30D | +20.5% | +5.6% | +15.0% | +20.4% |
| 3M | +2.2% | -11.7% | +13.9% | +1.5% |
| 6M | +15.4% | -7.0% | +22.4% | +14.9% |
| YTD | -12.3% | -10.4% | -1.9% | -12.5% |
| 1Y | -18.0% | +2.4% | -20.3% | -18.8% |
| All | -18.0% | +4.2% | -22.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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