+40.8%
ALB vs CP
+261.0%
-220.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.5% |
| 7D | +9.5% | +2.8% | +6.7% | +7.4% |
| 30D | -2.1% | +11.3% | -13.5% | -9.4% |
| 3M | -24.1% | +2.9% | -27.0% | -25.8% |
| 6M | -51.0% | +9.8% | -60.8% | -54.6% |
| YTD | -29.3% | +28.5% | -57.9% | -42.3% |
| 1Y | +3.2% | +33.5% | -30.3% | -18.1% |
| 3Y | -9.3% | +31.9% | -41.3% | -27.1% |
| 5Y | -61.6% | +25.5% | -87.1% | -68.5% |
| 10Y | +40.8% | +257.6% | -216.8% | -39.3% |
| All | +40.8% | +261.0% | -220.2% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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