-31.7%
CPB vs ALM
+347.8%
-379.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | +2.0% |
| 7D | -8.2% | +8.4% | -16.6% | -8.0% |
| 30D | -5.6% | +34.8% | -40.4% | -4.8% |
| 3M | +3.0% | +16.2% | -13.3% | +3.5% |
| 6M | -12.7% | +2.1% | -14.8% | -12.2% |
| YTD | -18.0% | +117.0% | -135.0% | -16.9% |
| 1Y | -31.7% | +313.9% | -345.6% | -30.3% |
| All | -31.7% | +347.8% | -379.5% | -30.3% |
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