+305.8%
CME vs ALB
+35.3%
+270.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.1% |
| 7D | +2.5% | +1.1% | +1.4% | +2.4% |
| 30D | +13.9% | -2.6% | +16.5% | +14.1% |
| 3M | +22.4% | -25.6% | +47.9% | +24.7% |
| 6M | +12.9% | -54.0% | +66.9% | +19.0% |
| YTD | +19.6% | -31.6% | +51.2% | +21.4% |
| 1Y | +17.7% | -6.6% | +24.2% | +16.2% |
| 3Y | +65.3% | -14.0% | +79.3% | +59.6% |
| 5Y | +75.1% | -62.5% | +137.7% | +83.0% |
| 10Y | +305.8% | +36.3% | +269.5% | +213.4% |
| All | +305.8% | +35.3% | +270.4% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling