-46.7%
CPB vs ALM
+2,589.2%
-2,635.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.3% |
| 7D | -1.8% | -11.8% | +10.1% | -1.8% |
| 30D | -7.1% | +7.8% | -14.9% | -7.1% |
| 3M | -6.0% | -9.3% | +3.2% | -6.0% |
| 6M | -5.3% | -30.5% | +25.2% | -5.2% |
| YTD | -20.8% | +75.8% | -96.7% | -21.1% |
| 1Y | -33.8% | +241.2% | -275.0% | -34.2% |
| 3Y | -43.7% | +1,872.6% | -1,916.4% | -45.1% |
| 5Y | -40.7% | +849.6% | -890.3% | -42.1% |
| All | -46.7% | +2,589.2% | -2,635.9% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling