-13.7%
ALB vs CF
+56.6%
-70.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.2% | -2.6% | +1.8% |
| 7D | +5.5% | +0.4% | +5.1% | +5.1% |
| 30D | -7.5% | +2.2% | -9.7% | -8.3% |
| 3M | -16.9% | +2.1% | -19.1% | -17.8% |
| 6M | -49.2% | -6.5% | -42.7% | -48.7% |
| YTD | -29.9% | +55.6% | -85.4% | -44.0% |
| 1Y | +8.2% | +42.3% | -34.1% | -10.2% |
| All | -13.7% | +56.6% | -70.3% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling