+251.7%
CB vs ALB
+32.4%
+219.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +2.9% | -5.8% | +8.7% | +3.6% |
| 30D | +7.3% | -4.5% | +11.8% | +7.7% |
| 3M | +9.4% | -28.1% | +37.5% | +13.2% |
| 6M | +19.6% | -53.2% | +72.8% | +29.7% |
| YTD | +21.5% | -33.3% | +54.8% | +24.4% |
| 1Y | +28.0% | -17.4% | +45.4% | +27.0% |
| 3Y | +74.9% | -14.1% | +89.0% | +62.9% |
| 5Y | +108.1% | -64.0% | +172.2% | +120.2% |
| All | +251.7% | +32.4% | +219.3% | +151.5% |
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