+60.2%
ALB vs CFG
+39.0%
+21.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.0% |
| 7D | -4.4% | +2.7% | -7.1% | -5.5% |
| 30D | -1.2% | -3.7% | +2.5% | +0.2% |
| 3M | -13.3% | +9.5% | -22.8% | -18.1% |
| 6M | -19.8% | +22.2% | -42.0% | -29.6% |
| YTD | -7.9% | +22.3% | -30.3% | -20.1% |
| 1Y | +60.2% | +39.4% | +20.7% | +26.1% |
| All | +60.2% | +39.0% | +21.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CFG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling