-22.9%
CPB vs ALLY
+124.8%
-147.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -8.6% | +3.7% | -12.3% | -8.7% |
| 30D | -7.2% | -2.3% | -5.0% | -7.2% |
| 3M | +0.9% | +3.8% | -2.9% | +0.7% |
| 6M | -11.8% | +9.7% | -21.5% | -12.2% |
| YTD | -19.4% | -1.4% | -18.0% | -19.4% |
| 1Y | -30.4% | +8.2% | -38.6% | -30.7% |
| 3Y | -40.2% | +66.5% | -106.6% | -41.8% |
| 5Y | -39.5% | +1.2% | -40.7% | -40.3% |
| 10Y | -47.4% | +191.4% | -238.8% | -51.3% |
| All | -22.9% | +124.8% | -147.8% | -26.8% |
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 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