+25.9%
CMS vs ALB
-44.4%
+70.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 3M | -1.9% | -23.6% | +21.7% | -0.8% |
| 6M | -11.0% | -24.6% | +13.6% | -10.0% |
| YTD | +0.2% | -10.3% | +10.5% | 0.0% |
| 1Y | -1.3% | +61.5% | -62.8% | -5.2% |
| 3Y | +35.9% | -34.0% | +69.9% | +36.1% |
| All | +25.9% | -44.4% | +70.3% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling