+121.0%
CMI vs ALB
-14.4%
+135.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +0.5% | -5.8% | +6.2% | +1.7% |
| 30D | -14.0% | -4.5% | -9.5% | -13.3% |
| 3M | -28.1% | -28.1% | -0.1% | -23.6% |
| 6M | -35.8% | -53.2% | +17.3% | -25.8% |
| YTD | -10.5% | -33.3% | +22.8% | -4.8% |
| 1Y | -1.9% | -17.4% | +15.6% | -0.3% |
| 3Y | +121.0% | -14.1% | +135.1% | +104.6% |
| All | +121.0% | -14.4% | +135.4% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling