-42.5%
ALB vs CAG
-40.6%
-1.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | -4.4% | -5.3% | +0.9% | -3.9% |
| 30D | -1.2% | +1.0% | -2.2% | -1.2% |
| 3M | -13.3% | +17.4% | -30.7% | -14.5% |
| 6M | -19.8% | -16.8% | -3.0% | -18.5% |
| YTD | -7.9% | -6.8% | -1.1% | -7.4% |
| 1Y | +60.2% | -15.4% | +75.5% | +62.3% |
| 3Y | -26.4% | -37.1% | +10.6% | -24.4% |
| 5Y | -42.5% | -41.3% | -1.3% | -40.2% |
| All | -42.5% | -40.6% | -1.9% | -40.2% |
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