+8.6%
ALB vs CF
+35.9%
-27.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.4% | +9.7% | +5.7% |
| 7D | -2.1% | -6.9% | +4.8% | -1.4% |
| 30D | -9.0% | -3.7% | -5.3% | -8.7% |
| 3M | -21.1% | -5.0% | -16.2% | -20.4% |
| 6M | -49.9% | -10.5% | -39.4% | -49.3% |
| YTD | -32.3% | +46.5% | -78.8% | -30.8% |
| 1Y | +8.6% | +34.8% | -26.2% | +13.3% |
| All | +8.6% | +35.9% | -27.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling