-14.1%
ALB vs CP
+36.4%
-50.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -5.8% | +2.1% | -7.9% | -7.2% |
| 30D | -4.5% | +9.3% | -13.9% | -10.5% |
| 3M | -28.1% | +0.5% | -28.5% | -28.4% |
| 6M | -53.2% | +10.4% | -63.6% | -56.9% |
| YTD | -33.3% | +28.7% | -62.0% | -46.9% |
| 1Y | -17.4% | +33.2% | -50.6% | -36.3% |
| 3Y | -14.1% | +38.4% | -52.6% | -43.2% |
| All | -14.1% | +36.4% | -50.5% | -43.2% |
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