-16.7%
CCI vs ALB
+60.9%
-77.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.6% | -1.9% |
| 7D | -0.4% | -8.1% | +7.7% | -0.5% |
| 30D | +2.7% | +6.3% | -3.6% | +2.8% |
| 3M | -18.2% | -23.6% | +5.4% | -18.3% |
| 6M | -14.8% | -24.6% | +9.8% | -15.2% |
| YTD | -12.6% | -10.3% | -2.3% | -13.3% |
| 1Y | -16.7% | +61.5% | -78.2% | -16.2% |
| All | -16.7% | +60.9% | -77.7% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling