+247.9%
CB vs ALB
+34.2%
+213.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | 0.0% | -3.6% | +3.6% | +0.4% |
| 30D | +7.4% | -2.9% | +10.3% | +7.6% |
| 3M | +8.6% | -25.8% | +34.5% | +12.0% |
| 6M | +16.1% | -53.6% | +69.7% | +26.1% |
| YTD | +20.2% | -32.4% | +52.6% | +22.9% |
| 1Y | +27.2% | -13.0% | +40.2% | +25.3% |
| 3Y | +72.7% | -15.0% | +87.7% | +61.4% |
| 5Y | +105.9% | -63.5% | +169.5% | +117.5% |
| All | +247.9% | +34.2% | +213.7% | +148.4% |
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