+74.9%
CB vs ALB
-17.6%
+92.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -0.7% |
| 7D | +2.6% | +5.5% | -2.9% | +2.6% |
| 30D | +11.2% | -7.5% | +18.7% | +11.2% |
| 3M | +5.7% | -16.9% | +22.7% | +5.7% |
| 6M | +15.9% | -49.2% | +65.1% | +16.1% |
| YTD | +20.2% | -29.9% | +50.0% | +19.6% |
| 1Y | +32.4% | +8.2% | +24.2% | +30.5% |
| All | +74.9% | -17.6% | +92.4% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling