+246.7%
CB vs ALB
+34.3%
+212.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +2.0% |
| 7D | +0.7% | +5.3% | -4.6% | +0.1% |
| 30D | +8.2% | -6.3% | +14.4% | +8.8% |
| 3M | +6.3% | -27.4% | +33.7% | +9.9% |
| 6M | +16.2% | -53.1% | +69.3% | +26.0% |
| YTD | +19.3% | -32.3% | +51.7% | +22.0% |
| 1Y | +29.2% | -7.3% | +36.5% | +26.2% |
| 3Y | +71.4% | -14.9% | +86.4% | +60.3% |
| 5Y | +104.2% | -62.0% | +166.3% | +113.7% |
| 10Y | +246.7% | +33.0% | +213.6% | +146.6% |
| All | +246.7% | +34.3% | +212.3% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling