+40.6%
ALB vs CP
+259.0%
-218.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | -3.6% | +0.9% | -4.5% | -4.2% |
| 30D | -2.9% | +10.3% | -13.2% | -9.4% |
| 3M | -25.8% | +2.3% | -28.1% | -27.2% |
| 6M | -53.6% | +10.7% | -64.3% | -57.2% |
| YTD | -32.4% | +29.3% | -61.7% | -45.0% |
| 1Y | -13.0% | +31.5% | -44.5% | -30.2% |
| 3Y | -15.0% | +36.7% | -51.7% | -33.2% |
| 5Y | -63.5% | +26.8% | -90.3% | -70.3% |
| All | +40.6% | +259.0% | -218.5% | -38.3% |
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