-62.1%
ALB vs CAG
-39.4%
-22.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +9.1% | +5.8% | +3.3% | +8.5% |
| 30D | -3.4% | +16.4% | -19.8% | -4.8% |
| 3M | -20.6% | +3.8% | -24.4% | -20.8% |
| 6M | -48.2% | +10.8% | -59.0% | -48.6% |
| YTD | -29.2% | -5.8% | -23.4% | -29.0% |
| 1Y | +10.0% | -2.4% | +12.4% | +10.1% |
| 3Y | -12.9% | -33.4% | +20.5% | -10.8% |
| All | -62.1% | -39.4% | -22.7% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling