+5,256.7%
CI vs ALB
+2,835.3%
+2,421.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.4% |
| 7D | +1.3% | -8.1% | +9.4% | +3.1% |
| 30D | +4.4% | +6.3% | -1.8% | +2.9% |
| 3M | +0.7% | -23.6% | +24.2% | +5.8% |
| 6M | +0.3% | -24.6% | +25.0% | +4.8% |
| YTD | +3.8% | -10.3% | +14.1% | +3.4% |
| 1Y | -5.5% | +61.5% | -67.0% | -18.8% |
| 3Y | +8.1% | -34.0% | +42.1% | +5.7% |
| 5Y | +42.8% | -44.6% | +87.4% | +36.4% |
| 10Y | +143.9% | +76.1% | +67.8% | +51.9% |
| All | +5,256.7% | +2,835.3% | +2,421.5% | +1,658.7% |
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