-62.5%
ALB vs CP
+25.9%
-88.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.1% | -0.7% | +1.7% | +1.5% |
| 30D | -2.6% | +9.6% | -12.2% | -8.8% |
| 3M | -25.6% | +2.2% | -27.8% | -26.8% |
| 6M | -54.0% | +11.1% | -65.1% | -57.8% |
| YTD | -31.6% | +28.2% | -59.8% | -44.5% |
| 1Y | -6.6% | +32.2% | -38.7% | -26.1% |
| 3Y | -14.0% | +35.5% | -49.5% | -32.8% |
| 5Y | -62.5% | +26.8% | -89.3% | -70.8% |
| All | -62.5% | +25.9% | -88.5% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling