+7.0%
CI vs ALB
-14.4%
+21.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +1.2% | -5.8% | +6.9% | +1.3% |
| 30D | +2.6% | -4.5% | +7.1% | +2.7% |
| 3M | +7.4% | -28.1% | +35.5% | +8.4% |
| 6M | -0.1% | -53.2% | +53.1% | +2.0% |
| YTD | +9.7% | -33.3% | +43.1% | +10.9% |
| 1Y | +12.1% | -17.4% | +29.6% | +12.8% |
| 3Y | +7.0% | -14.1% | +21.2% | +7.5% |
| All | +7.0% | -14.4% | +21.5% | +7.5% |
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 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