+87.3%
ALB vs CAG
-35.6%
+122.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -8.6% | -6.6% | -2.0% | -7.6% |
| 30D | -4.0% | +2.3% | -6.3% | -4.3% |
| 3M | -17.4% | +16.3% | -33.7% | -19.4% |
| 6M | -25.4% | -16.0% | -9.3% | -23.6% |
| YTD | -10.5% | -7.7% | -2.8% | -9.8% |
| 1Y | +75.8% | -16.0% | +91.9% | +79.4% |
| 3Y | -28.5% | -37.7% | +9.2% | -24.2% |
| 5Y | -45.1% | -41.2% | -3.9% | -41.9% |
| 10Y | +87.3% | -33.8% | +121.1% | +88.8% |
| All | +87.3% | -35.6% | +122.9% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling