+2,885.9%
ALB vs CP
+8,660.9%
-5,775.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.6% |
| 7D | -8.1% | -2.7% | -5.4% | -6.9% |
| 30D | +6.3% | +0.2% | +6.1% | +6.0% |
| 3M | -23.6% | +2.6% | -26.1% | -25.0% |
| 6M | -24.6% | +6.0% | -30.6% | -27.5% |
| YTD | -10.3% | +24.9% | -35.2% | -21.0% |
| 1Y | +61.5% | +20.1% | +41.4% | +45.2% |
| 3Y | -34.0% | +16.4% | -50.4% | -39.2% |
| 5Y | -44.6% | +31.7% | -76.3% | -52.2% |
| 10Y | +76.1% | +223.9% | -147.8% | -0.7% |
| All | +2,885.9% | +8,660.9% | -5,775.0% | +546.6% |
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