-61.6%
ALB vs CF
+125.5%
-187.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.2% | -2.6% | +1.6% |
| 7D | +5.5% | +0.4% | +5.1% | +5.1% |
| 30D | -7.5% | +2.2% | -9.7% | -8.4% |
| 3M | -16.9% | +2.1% | -19.1% | -17.9% |
| 6M | -49.2% | -6.5% | -42.7% | -48.8% |
| YTD | -29.9% | +55.6% | -85.4% | -42.4% |
| 1Y | +8.2% | +42.3% | -34.1% | -8.4% |
| 3Y | -19.4% | +55.7% | -75.2% | -35.8% |
| 5Y | -61.6% | +122.4% | -184.1% | -72.5% |
| All | -61.6% | +125.5% | -187.1% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling