+52.0%
CI vs ALB
-61.7%
+113.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.6% |
| 7D | -1.3% | +1.1% | -2.3% | -1.4% |
| 30D | +6.4% | -2.6% | +9.0% | +6.5% |
| 3M | +10.7% | -25.6% | +36.2% | +12.3% |
| 6M | +5.5% | -54.0% | +59.5% | +9.6% |
| YTD | +11.4% | -31.6% | +43.0% | +13.0% |
| 1Y | +15.0% | -6.6% | +21.6% | +14.7% |
| 3Y | +9.0% | -14.0% | +23.0% | +7.1% |
| 5Y | +52.0% | -62.5% | +114.5% | +53.9% |
| All | +52.0% | -61.7% | +113.7% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling