+56.5%
CCI vs ALB
+38.2%
+18.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | +0.9% | +9.5% | -8.5% | -0.2% |
| 30D | +10.3% | -2.1% | +12.4% | +10.5% |
| 3M | +17.9% | -24.1% | +42.0% | +21.5% |
| 6M | -0.5% | -51.0% | +50.5% | +7.8% |
| YTD | +2.7% | -29.3% | +32.0% | +4.9% |
| 1Y | +3.1% | +3.2% | 0.0% | -0.1% |
| 3Y | +8.0% | -9.3% | +17.3% | +1.5% |
| 5Y | -37.8% | -61.6% | +23.8% | -34.3% |
| 10Y | +56.5% | +40.8% | +15.7% | +13.5% |
| All | +56.5% | +38.2% | +18.3% | +13.5% |
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