+731.4%
CMS vs ALB
+2,835.3%
-2,103.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | +0.5% |
| 7D | +0.4% | -8.1% | +8.4% | +1.7% |
| 30D | -3.6% | +6.3% | -9.9% | -4.8% |
| 3M | -1.9% | -23.6% | +21.7% | +1.7% |
| 6M | -11.0% | -24.6% | +13.6% | -8.1% |
| YTD | +0.2% | -10.3% | +10.5% | -0.3% |
| 1Y | -1.3% | +61.5% | -62.8% | -12.1% |
| 3Y | +35.9% | -34.0% | +69.9% | +34.1% |
| 5Y | +23.1% | -44.6% | +67.7% | +19.6% |
| 10Y | +117.9% | +76.1% | +41.8% | +50.4% |
| All | +731.4% | +2,835.3% | -2,103.8% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling