+7,368.1%
CB vs ALB
+2,194.2%
+5,173.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.5% |
| 7D | +2.6% | +5.5% | -2.9% | +1.3% |
| 30D | +11.2% | -7.5% | +18.7% | +12.9% |
| 3M | +5.7% | -16.9% | +22.7% | +9.3% |
| 6M | +15.9% | -49.2% | +65.1% | +32.6% |
| YTD | +20.2% | -29.9% | +50.0% | +24.7% |
| 1Y | +32.4% | +8.2% | +24.2% | +23.4% |
| 3Y | +75.5% | -19.4% | +94.9% | +58.7% |
| 5Y | +105.5% | -61.6% | +167.1% | +112.3% |
| 10Y | +258.5% | +34.6% | +223.9% | +127.9% |
| All | +7,368.1% | +2,194.2% | +5,173.9% | +2,020.0% |
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