-34.2%
ALB vs CF
+73.9%
-108.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.4% |
| 7D | -8.1% | +6.0% | -14.1% | -9.7% |
| 30D | +6.3% | +14.8% | -8.6% | +1.7% |
| 3M | -23.6% | +14.1% | -37.6% | -27.0% |
| 6M | -24.6% | +28.5% | -53.1% | -33.0% |
| YTD | -10.3% | +74.9% | -85.2% | -30.8% |
| 1Y | +61.5% | +61.7% | -0.2% | +28.1% |
| All | -34.2% | +73.9% | -108.1% | -53.7% |
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