+2,254.7%
ALB vs CP
+8,734.7%
-6,480.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.8% |
| 7D | +9.1% | +2.8% | +6.3% | +7.6% |
| 30D | -3.4% | +10.2% | -13.6% | -8.1% |
| 3M | -20.6% | +2.4% | -22.9% | -21.6% |
| 6M | -48.2% | +7.7% | -55.8% | -50.4% |
| YTD | -29.2% | +26.0% | -55.2% | -38.0% |
| 1Y | +10.0% | +34.6% | -24.6% | -6.8% |
| 3Y | -12.9% | +26.7% | -39.6% | -23.2% |
| 5Y | -61.3% | +24.9% | -86.2% | -65.7% |
| 10Y | +35.8% | +258.6% | -222.8% | -26.9% |
| All | +2,254.7% | +8,734.7% | -6,480.0% | +407.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling