+40.8%
ALB vs CFG
+248.3%
-207.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -1.6% |
| 7D | +9.5% | +0.3% | +9.2% | +9.2% |
| 30D | -2.1% | +3.2% | -5.3% | -3.8% |
| 3M | -24.1% | -9.7% | -14.4% | -20.4% |
| 6M | -51.0% | +3.6% | -54.6% | -52.4% |
| YTD | -29.3% | +14.7% | -44.0% | -35.2% |
| 1Y | +3.2% | +29.6% | -26.4% | -11.2% |
| 3Y | -9.3% | +190.6% | -199.9% | -48.7% |
| 5Y | -61.6% | +67.1% | -128.7% | -72.0% |
| 10Y | +40.8% | +237.0% | -196.2% | -15.0% |
| All | +40.8% | +248.3% | -207.5% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling