+7,654.3%
CME vs ALB
+801.2%
+6,853.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | +2.7% | -3.6% | +6.3% | +3.5% |
| 30D | +13.5% | -2.9% | +16.3% | +13.9% |
| 3M | +20.9% | -25.8% | +46.8% | +28.6% |
| 6M | +11.5% | -53.6% | +65.1% | +31.7% |
| YTD | +19.5% | -32.4% | +51.8% | +25.6% |
| 1Y | +17.2% | -13.0% | +30.3% | +15.1% |
| 3Y | +65.1% | -15.0% | +80.1% | +44.9% |
| 5Y | +73.1% | -63.5% | +136.6% | +80.6% |
| 10Y | +305.3% | +34.7% | +270.6% | +110.7% |
| All | +7,654.3% | +801.2% | +6,853.1% | +1,305.1% |
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