+38.6%
ALB vs CF
+479.1%
-440.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.8% | +4.8% | -10.5% | -7.5% |
| 30D | -4.5% | +4.7% | -9.2% | -6.6% |
| 3M | -28.1% | +7.4% | -35.5% | -30.5% |
| 6M | -53.2% | +0.6% | -53.8% | -54.0% |
| YTD | -33.3% | +64.1% | -97.4% | -48.1% |
| 1Y | -17.4% | +51.4% | -68.8% | -33.7% |
| 3Y | -14.1% | +67.8% | -81.9% | -35.3% |
| 5Y | -64.0% | +114.1% | -178.2% | -77.0% |
| All | +38.6% | +479.1% | -440.5% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling