+7,418.1%
CME vs ALB
+843.0%
+6,575.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +0.9% | +9.1% | -8.2% | -1.2% |
| 30D | +13.2% | -3.4% | +16.6% | +13.8% |
| 3M | +16.3% | -20.6% | +36.9% | +21.8% |
| 6M | +7.1% | -48.2% | +55.3% | +23.2% |
| YTD | +15.8% | -29.2% | +45.1% | +20.6% |
| 1Y | +17.1% | +10.0% | +7.1% | +8.3% |
| 3Y | +63.2% | -12.9% | +76.1% | +42.6% |
| 5Y | +70.2% | -61.3% | +131.5% | +74.8% |
| 10Y | +337.0% | +35.8% | +301.2% | +128.5% |
| All | +7,418.1% | +843.0% | +6,575.1% | +1,248.6% |
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