+140.2%
CMS vs ALB
+32.4%
+107.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | +1.7% | -5.8% | +7.5% | +2.2% |
| 30D | +6.2% | -4.5% | +10.7% | +6.5% |
| 3M | +0.6% | -28.1% | +28.7% | +3.0% |
| 6M | -1.8% | -53.2% | +51.4% | +3.8% |
| YTD | +3.8% | -33.3% | +37.2% | +5.9% |
| 1Y | -1.8% | -17.4% | +15.7% | -1.8% |
| 3Y | +39.8% | -14.1% | +54.0% | +35.2% |
| 5Y | +37.1% | -64.0% | +101.1% | +42.5% |
| All | +140.2% | +32.4% | +107.8% | +84.5% |
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 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