+31.4%
ALB vs CF
+561.7%
-530.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +9.1% | -3.2% | +12.2% | +10.2% |
| 30D | -3.4% | +4.3% | -7.7% | -5.3% |
| 3M | -20.6% | +2.8% | -23.4% | -22.0% |
| 6M | -48.2% | +0.6% | -48.8% | -49.2% |
| YTD | -29.2% | +56.6% | -85.9% | -43.6% |
| 1Y | +10.0% | +49.6% | -39.6% | -10.9% |
| 3Y | -12.9% | +61.5% | -74.4% | -33.1% |
| 5Y | -61.3% | +124.0% | -185.2% | -75.6% |
| All | +31.4% | +561.7% | -530.3% | -34.8% |
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