+101.2%
ALB vs CAI
-9.9%
+111.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.7% | -3.6% |
| 7D | -6.6% | -2.9% | -3.7% | -6.3% |
| 30D | -8.1% | +9.3% | -17.5% | -9.4% |
| 3M | -25.7% | +35.2% | -60.9% | -29.0% |
| 6M | -29.5% | +30.7% | -60.2% | -33.0% |
| YTD | -16.2% | -9.8% | -6.4% | -17.0% |
| 1Y | +59.2% | -28.9% | +88.1% | +63.3% |
| All | +101.2% | -9.9% | +111.1% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling