Think about this for a minute, and this pertains to any component, whether it is a piece of equipment (cartridge, CD player, preamp, amp, speakers, power conditioner, etc.), software (album, CD, etc.), wires (interconnect, digital, speaker cable, power cords, etc.), or whatever (your room, etc.).
What does a component do? It takes the signal (or information) and passes it to the next component. You start with, let's say, an album or a CD. You eventually end up with sound entering your ears.
Each component hopefully doesn't alter the information as it passes it, but we know that it does. How does it alter it? Take the album like you suggested. It either drops part of the original signal that it received since it really can't add something that wasn't there. Another possiblity is that it adds distortion to the signal. Maybe the last possibility is that it alters the amplitude of some of the frequencies throughout the signal.
Whatever happens though can only happen to the signal that the component originally receives. Once part of the signal is lost, it's gone and can't be recovered or corrected. What you hear in the end is the signal as it has been altered by each and every component in the line, so it has to be cumulative.
Remember the experiment where you tell someone something, and they pass it on and on and on down the line and it's not the same when it gets back to you. If I hear the words "bright, fiery red" and I change it to just "bright red", the "fiery" is gone from the sentence forever.