+132.3%
CMS vs ALB
+38.2%
+94.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | -0.9% | +9.5% | -10.4% | -1.6% |
| 30D | +7.1% | -2.1% | +9.2% | +7.2% |
| 3M | -1.3% | -24.1% | +22.9% | +0.6% |
| 6M | -2.7% | -51.0% | +48.4% | +2.6% |
| YTD | +2.6% | -29.3% | +32.0% | +4.2% |
| 1Y | -2.0% | +3.2% | -5.2% | -3.9% |
| 3Y | +39.6% | -9.3% | +48.9% | +34.5% |
| 5Y | +35.3% | -61.6% | +97.0% | +39.9% |
| 10Y | +132.3% | +40.8% | +91.5% | +78.1% |
| All | +132.3% | +38.2% | +94.1% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling