+41.9%
CMI vs ALB
+60.9%
-19.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.2% | +3.6% |
| 7D | -0.7% | -8.1% | +7.3% | +0.8% |
| 30D | -13.4% | +6.3% | -19.7% | -14.8% |
| 3M | -17.0% | -23.6% | +6.6% | -13.2% |
| 6M | -1.6% | -24.6% | +23.0% | +2.0% |
| YTD | +11.0% | -10.3% | +21.2% | +12.0% |
| 1Y | +41.9% | +61.5% | -19.6% | +34.3% |
| All | +41.9% | +60.9% | -19.0% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling