+5,497.5%
CI vs ALB
+2,214.8%
+3,282.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -1.6% | +9.1% | -10.6% | -3.4% |
| 30D | +5.4% | -3.4% | +8.8% | +6.0% |
| 3M | +7.3% | -20.6% | +27.9% | +12.0% |
| 6M | +5.3% | -48.2% | +53.5% | +19.6% |
| YTD | +8.5% | -29.2% | +37.7% | +13.2% |
| 1Y | +17.1% | +10.0% | +7.1% | +10.4% |
| 3Y | +1.4% | -12.9% | +14.3% | -8.3% |
| 5Y | +50.5% | -61.3% | +111.8% | +56.3% |
| 10Y | +168.5% | +35.8% | +132.7% | +76.7% |
| All | +5,497.5% | +2,214.8% | +3,282.8% | +1,824.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling