+152.4%
CMI vs ALB
-29.2%
+181.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.6% |
| 7D | +0.7% | -8.6% | +9.3% | +2.5% |
| 30D | -12.3% | -4.0% | -8.2% | -11.8% |
| 3M | -16.8% | -17.4% | +0.6% | -13.9% |
| 6M | +1.5% | -25.4% | +26.9% | +6.3% |
| YTD | +9.8% | -10.5% | +20.3% | +10.3% |
| 1Y | +42.6% | +75.8% | -33.2% | +23.4% |
| All | +152.4% | -29.2% | +181.6% | +139.3% |
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 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