+150.9%
CI vs ALB
+35.3%
+115.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.7% |
| 7D | -1.3% | +1.1% | -2.3% | -1.5% |
| 30D | +6.4% | -2.6% | +9.0% | +6.6% |
| 3M | +10.7% | -25.6% | +36.2% | +14.5% |
| 6M | +5.5% | -54.0% | +59.5% | +15.7% |
| YTD | +11.4% | -31.6% | +43.0% | +14.8% |
| 1Y | +15.0% | -6.6% | +21.6% | +13.4% |
| 3Y | +9.0% | -14.0% | +23.0% | +3.0% |
| 5Y | +52.0% | -62.5% | +114.5% | +60.9% |
| 10Y | +150.9% | +36.3% | +114.6% | +67.1% |
| All | +150.9% | +35.3% | +115.6% | +67.1% |
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