+22.5%
CCI vs ALB
+80.1%
-57.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.7% |
| 7D | -0.3% | -8.6% | +8.3% | +0.8% |
| 30D | +2.1% | -4.0% | +6.2% | +2.5% |
| 3M | -17.8% | -17.4% | -0.5% | -16.2% |
| 6M | -14.2% | -25.4% | +11.2% | -12.1% |
| YTD | -13.3% | -10.5% | -2.8% | -13.8% |
| 1Y | -16.6% | +75.8% | -92.4% | -25.0% |
| 3Y | -10.8% | -28.5% | +17.7% | -11.7% |
| 5Y | -50.3% | -45.1% | -5.2% | -50.1% |
| 10Y | +22.5% | +87.3% | -64.8% | -16.9% |
| All | +22.5% | +80.1% | -57.6% | -16.9% |
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