+282.1%
CME vs ALB
+78.9%
+203.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | -2.9% | -4.4% | +1.5% | -2.6% |
| 30D | +5.5% | -1.2% | +6.7% | +5.6% |
| 3M | +11.0% | -13.3% | +24.3% | +12.0% |
| 6M | -9.7% | -19.8% | +10.1% | -8.8% |
| YTD | +4.9% | -7.9% | +12.8% | +4.4% |
| 1Y | +10.1% | +60.2% | -50.1% | +4.0% |
| 3Y | +53.5% | -26.4% | +80.0% | +54.1% |
| 5Y | +77.2% | -42.5% | +119.7% | +76.9% |
| 10Y | +282.1% | +83.0% | +199.1% | +186.9% |
| All | +282.1% | +78.9% | +203.2% | +186.9% |
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 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