+6,743.8%
CB vs ALB
+2,835.3%
+3,908.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -0.9% |
| 7D | +0.5% | -8.1% | +8.6% | +2.3% |
| 30D | -3.1% | +6.3% | -9.4% | -4.7% |
| 3M | +9.0% | -23.6% | +32.5% | +14.6% |
| 6M | +2.9% | -24.6% | +27.5% | +7.1% |
| YTD | +10.1% | -10.3% | +20.4% | +8.7% |
| 1Y | +22.8% | +61.5% | -38.7% | +3.6% |
| 3Y | +73.8% | -34.0% | +107.8% | +67.7% |
| 5Y | +99.2% | -44.6% | +143.8% | +88.2% |
| 10Y | +218.2% | +76.1% | +142.1% | +90.8% |
| All | +6,743.8% | +2,835.3% | +3,908.5% | +1,748.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling