+17.1%
CI vs ALB
-1.1%
+18.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.1% | +9.5% | -9.3% | -0.4% |
| 30D | +4.7% | -2.1% | +6.8% | +4.8% |
| 3M | +5.2% | -24.1% | +29.4% | +6.9% |
| 6M | +3.8% | -51.0% | +54.8% | +8.4% |
| YTD | +9.2% | -29.3% | +38.6% | +10.8% |
| All | +17.1% | -1.1% | +18.2% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling