+35.4%
CMS vs ALB
-61.7%
+97.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -1.1% | +1.1% | -2.2% | -1.2% |
| 30D | +6.6% | -2.6% | +9.1% | +6.7% |
| 3M | +0.8% | -25.6% | +26.4% | +2.1% |
| 6M | -3.3% | -54.0% | +50.7% | +0.3% |
| YTD | +2.7% | -31.6% | +34.3% | +3.8% |
| 1Y | -4.0% | -6.6% | +2.5% | -4.8% |
| 3Y | +37.6% | -14.0% | +51.6% | +34.7% |
| 5Y | +35.4% | -62.5% | +98.0% | +40.9% |
| All | +35.4% | -61.7% | +97.2% | +40.9% |
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