-20.7%
CPB vs ALM
+3,798.4%
-3,819.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.1% | -9.2% | -1.2% |
| 7D | +3.3% | +0.7% | +2.5% | +3.3% |
| 30D | +19.0% | -26.1% | +45.1% | +19.0% |
| 3M | +0.4% | -38.1% | +38.6% | +0.5% |
| 6M | +13.0% | -55.4% | +68.4% | +13.0% |
| YTD | -12.7% | -0.4% | -12.3% | -12.8% |
| 1Y | -20.9% | +25.4% | -46.2% | -20.9% |
| 3Y | -35.4% | +907.8% | -943.2% | -35.7% |
| 5Y | -32.3% | +440.2% | -472.4% | -32.5% |
| 10Y | -40.5% | +2,031.1% | -2,071.7% | -40.9% |
| All | -20.7% | +3,798.4% | -3,819.1% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling