+37.7%
CMI vs ALB
+68.9%
-31.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.3% |
| 7D | +0.8% | -7.6% | +8.4% | +2.3% |
| 30D | -12.8% | -5.6% | -7.2% | -12.0% |
| 3M | -12.4% | -16.8% | +4.4% | -9.8% |
| 6M | -0.9% | -26.3% | +25.4% | +3.3% |
| YTD | +8.9% | -13.2% | +22.1% | +10.4% |
| 1Y | +37.7% | +68.8% | -31.1% | +29.5% |
| All | +37.7% | +68.9% | -31.2% | +29.5% |
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