+2,176.8%
ALB vs CAG
+342.6%
+1,834.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.7% |
| 7D | +1.1% | -1.8% | +2.8% | +1.5% |
| 30D | -2.6% | +9.7% | -12.2% | -5.1% |
| 3M | -25.6% | +0.5% | -26.0% | -25.8% |
| 6M | -54.0% | +8.9% | -63.0% | -55.4% |
| YTD | -31.6% | -8.4% | -23.2% | -31.0% |
| 1Y | -6.6% | -8.3% | +1.8% | -5.7% |
| 3Y | -14.0% | -36.1% | +22.1% | -6.1% |
| 5Y | -62.5% | -40.1% | -22.4% | -59.1% |
| 10Y | +36.3% | -36.9% | +73.2% | +38.9% |
| All | +2,176.8% | +342.6% | +1,834.3% | +1,506.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling