-35.3%
CPB vs ALM
+909.2%
-944.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.7% | -4.6% | +3.3% |
| 7D | -1.6% | +1.2% | -2.8% | -1.5% |
| 30D | +19.2% | -19.3% | +38.5% | +18.9% |
| 3M | -0.9% | -40.6% | +39.7% | -1.5% |
| 6M | +15.2% | -57.9% | +73.1% | +14.4% |
| YTD | -13.1% | -6.7% | -6.4% | -13.2% |
| 1Y | -22.4% | +20.2% | -42.6% | -22.3% |
| 3Y | -35.3% | +879.4% | -914.7% | -37.3% |
| All | -35.3% | +909.2% | -944.5% | -37.3% |
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 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