-35.8%
CPB vs ALLY
+60.4%
-96.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.1% |
| 7D | +2.9% | -0.7% | +3.5% | +2.9% |
| 30D | +17.6% | +1.1% | +16.5% | +17.6% |
| 3M | +2.0% | -13.2% | +15.2% | +2.5% |
| 6M | +11.6% | -13.5% | +25.1% | +12.1% |
| YTD | -13.8% | -14.3% | +0.5% | -13.3% |
| 1Y | -21.6% | -1.1% | -20.4% | -21.8% |
| 3Y | -35.8% | +62.0% | -97.8% | -31.1% |
| All | -35.8% | +60.4% | -96.2% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling