+8,877.9%
CMI vs ALB
+2,835.3%
+6,042.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.2% | +4.5% |
| 7D | -0.7% | -8.1% | +7.3% | +2.4% |
| 30D | -13.4% | +6.3% | -19.7% | -16.0% |
| 3M | -17.0% | -23.6% | +6.6% | -9.0% |
| 6M | -1.6% | -24.6% | +23.0% | +6.5% |
| YTD | +11.0% | -10.3% | +21.2% | +11.1% |
| 1Y | +41.9% | +61.5% | -19.6% | +9.8% |
| 3Y | +151.8% | -34.0% | +185.8% | +146.1% |
| 5Y | +163.6% | -44.6% | +208.2% | +151.7% |
| 10Y | +472.9% | +76.1% | +396.8% | +170.4% |
| All | +8,877.9% | +2,835.3% | +6,042.7% | +1,602.4% |
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