-11.8%
CPB vs ALLY
+10.4%
-22.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -8.6% | +3.7% | -12.3% | -8.6% |
| 30D | -7.2% | -2.3% | -5.0% | -7.1% |
| 3M | +0.9% | +3.8% | -2.9% | +1.4% |
| 6M | -11.8% | +9.7% | -21.5% | -10.7% |
| All | -11.8% | +10.4% | -22.2% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling