+37.3%
CMS vs ALB
-34.0%
+71.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | 0.0% |
| 7D | +0.4% | -8.1% | +8.4% | +0.7% |
| 30D | -3.6% | +6.3% | -9.9% | -3.9% |
| 3M | -1.9% | -23.6% | +21.7% | -0.9% |
| 6M | -11.0% | -24.6% | +13.6% | -10.2% |
| YTD | +0.2% | -10.3% | +10.5% | 0.0% |
| 1Y | -1.3% | +61.5% | -62.8% | -4.9% |
| All | +37.3% | -34.0% | +71.3% | +37.2% |
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