+73.8%
ALB vs CF
+569.3%
-495.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.2% |
| 7D | -8.1% | +6.0% | -14.1% | -10.1% |
| 30D | +6.3% | +14.8% | -8.6% | +0.6% |
| 3M | -23.6% | +14.1% | -37.6% | -27.9% |
| 6M | -24.6% | +28.5% | -53.1% | -33.8% |
| YTD | -10.3% | +74.9% | -85.2% | -30.8% |
| 1Y | +61.5% | +61.7% | -0.2% | +27.8% |
| 3Y | -34.0% | +80.3% | -114.3% | -51.0% |
| 5Y | -44.6% | +226.0% | -270.6% | -69.8% |
| All | +73.8% | +569.3% | -495.5% | -18.2% |
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