+79.1%
CME vs ALB
-44.4%
+123.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | -0.2% |
| 7D | -1.6% | -8.1% | +6.5% | -1.5% |
| 30D | +6.2% | +6.3% | 0.0% | +6.2% |
| 3M | +10.4% | -23.6% | +34.0% | +10.7% |
| 6M | -9.5% | -24.6% | +15.1% | -9.3% |
| YTD | +6.0% | -10.3% | +16.3% | +5.9% |
| 1Y | +9.3% | +61.5% | -52.2% | +8.0% |
| 3Y | +57.7% | -34.0% | +91.6% | +62.1% |
| All | +79.1% | -44.4% | +123.5% | +81.9% |
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