+9.6%
CI vs ALB
-13.3%
+22.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.8% | +2.7% |
| 7D | +2.6% | +5.3% | -2.7% | +2.4% |
| 30D | +7.3% | -6.3% | +13.6% | +7.5% |
| 3M | +9.5% | -27.4% | +36.9% | +10.4% |
| 6M | +6.4% | -53.1% | +59.5% | +8.6% |
| YTD | +12.0% | -32.3% | +44.3% | +13.1% |
| 1Y | +20.1% | -7.3% | +27.4% | +20.5% |
| 3Y | +9.6% | -14.9% | +24.5% | +9.9% |
| All | +9.6% | -13.3% | +22.8% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling