-30.7%
CPB vs ALM
+396.4%
-427.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.3% |
| 7D | +8.0% | -6.7% | +14.6% | +7.9% |
| 30D | +22.4% | -32.9% | +55.3% | +22.2% |
| 3M | +3.8% | -39.5% | +43.3% | +3.7% |
| 6M | +13.7% | -62.0% | +75.6% | +13.5% |
| YTD | -11.7% | -7.8% | -3.9% | -12.1% |
| 1Y | -18.1% | +26.7% | -44.8% | -18.6% |
| 3Y | -34.7% | +825.4% | -860.1% | -38.2% |
| All | -30.7% | +396.4% | -427.1% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling