-16.6%
CPB vs ALLY
+98.1%
-114.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +8.0% | +0.9% | +7.1% | +7.9% |
| 30D | +22.4% | +3.1% | +19.3% | +22.2% |
| 3M | +2.5% | -12.6% | +15.1% | +3.0% |
| 6M | +12.2% | -12.4% | +24.7% | +12.7% |
| YTD | -12.8% | -13.2% | +0.3% | -12.4% |
| 1Y | -19.2% | +1.8% | -21.0% | -19.4% |
| 3Y | -35.6% | +58.0% | -93.5% | -37.2% |
| 5Y | -31.4% | -8.4% | -23.0% | -32.0% |
| 10Y | -37.9% | +195.3% | -233.2% | -43.0% |
| All | -16.6% | +98.1% | -114.7% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling