-40.6%
CPB vs ALM
+2,063.1%
-2,103.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.4% |
| 7D | -8.6% | -2.6% | -6.0% | -8.6% |
| 30D | -7.2% | +32.0% | -39.3% | -7.1% |
| 3M | +0.9% | -15.0% | +15.9% | +1.0% |
| 6M | -11.8% | -10.1% | -1.7% | -11.7% |
| YTD | -19.4% | +99.4% | -118.8% | -19.6% |
| 1Y | -30.4% | +316.4% | -346.7% | -30.9% |
| All | -40.6% | +2,063.1% | -2,103.8% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling