+895.8%
CCI vs ALB
+2,139.0%
-1,243.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.6% | -0.8% |
| 7D | -0.4% | -8.1% | +7.7% | +1.5% |
| 30D | +2.7% | +6.3% | -3.6% | +1.0% |
| 3M | -18.2% | -23.6% | +5.4% | -13.6% |
| 6M | -14.8% | -24.6% | +9.8% | -11.0% |
| YTD | -12.6% | -10.3% | -2.3% | -13.5% |
| 1Y | -16.7% | +61.5% | -78.2% | -30.2% |
| 3Y | -10.5% | -34.0% | +23.5% | -12.8% |
| 5Y | -51.4% | -44.6% | -6.8% | -53.4% |
| 10Y | +20.0% | +76.1% | -56.1% | -30.9% |
| All | +895.8% | +2,139.0% | -1,243.2% | +113.5% |
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 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