-14.9%
ALB vs CP
+31.7%
-46.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.0% |
| 7D | +5.3% | +2.8% | +2.4% | +3.2% |
| 30D | -6.3% | +11.0% | -17.3% | -13.1% |
| 3M | -27.4% | +3.8% | -31.3% | -29.5% |
| 6M | -53.1% | +9.5% | -62.6% | -56.6% |
| YTD | -32.3% | +28.2% | -60.5% | -45.9% |
| 1Y | -7.3% | +33.0% | -40.3% | -28.5% |
| 3Y | -14.9% | +35.5% | -50.5% | -42.1% |
| All | -14.9% | +31.7% | -46.7% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling