-34.2%
ALB vs CP
+17.1%
-51.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.7% |
| 7D | -8.1% | -2.7% | -5.4% | -6.4% |
| 30D | +6.3% | +0.2% | +6.1% | +5.9% |
| 3M | -23.6% | +2.6% | -26.1% | -25.6% |
| 6M | -24.6% | +6.0% | -30.6% | -28.8% |
| YTD | -10.3% | +24.9% | -35.2% | -26.8% |
| 1Y | +61.5% | +20.1% | +41.4% | +36.5% |
| All | -34.2% | +17.1% | -51.2% | -44.4% |
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 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