+121.7%
CMS vs ALB
+33.3%
+88.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -1.3% | +9.1% | -10.4% | -2.0% |
| 30D | +6.3% | -3.4% | +9.7% | +6.5% |
| 3M | -2.1% | -20.6% | +18.5% | -0.5% |
| 6M | -5.1% | -48.2% | +43.1% | -0.5% |
| YTD | +1.3% | -29.2% | +30.5% | +2.8% |
| 1Y | -1.4% | +10.0% | -11.4% | -3.9% |
| 3Y | +36.9% | -12.9% | +49.8% | +32.4% |
| 5Y | +32.5% | -61.3% | +93.8% | +36.9% |
| All | +121.7% | +33.3% | +88.4% | +69.3% |
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 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