-13.0%
ALB vs CP
+33.3%
-46.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | -2.9% | +10.3% | -13.2% | -4.6% |
| 3M | -25.8% | +2.3% | -28.1% | -26.3% |
| 6M | -53.6% | +10.7% | -64.3% | -54.3% |
| YTD | -32.4% | +29.3% | -61.7% | -33.2% |
| 1Y | -13.0% | +31.5% | -44.5% | -14.4% |
| All | -13.0% | +33.3% | -46.3% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling