-50.8%
CCI vs ALB
-43.6%
-7.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | 0.0% |
| 7D | +0.2% | -4.4% | +4.6% | +0.5% |
| 30D | +0.5% | -1.2% | +1.7% | +0.5% |
| 3M | -16.3% | -13.3% | -3.0% | -15.4% |
| 6M | -13.9% | -19.8% | +5.8% | -13.0% |
| YTD | -12.4% | -7.9% | -4.5% | -13.2% |
| 1Y | -15.2% | +60.2% | -75.3% | -21.4% |
| 3Y | -9.9% | -26.4% | +16.6% | -9.6% |
| 5Y | -50.8% | -42.5% | -8.3% | -49.7% |
| All | -50.8% | -43.6% | -7.3% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling