-20.6%
CPB vs ALM
+21.0%
-41.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.1% | -9.2% | -0.9% |
| 7D | +3.3% | +0.7% | +2.5% | +3.3% |
| 30D | +19.0% | -26.1% | +45.1% | +18.2% |
| 3M | +0.4% | -38.1% | +38.6% | -0.3% |
| 6M | +13.0% | -55.4% | +68.4% | +11.6% |
| YTD | -12.7% | -0.4% | -12.3% | -13.9% |
| All | -20.6% | +21.0% | -41.7% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling