+33.0%
ALB vs CFG
+230.2%
-197.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | +5.3% | +0.7% | +4.6% | +4.8% |
| 30D | -6.3% | +2.8% | -9.0% | -7.7% |
| 3M | -27.4% | -10.1% | -17.3% | -23.7% |
| 6M | -53.1% | +3.2% | -56.3% | -54.4% |
| YTD | -32.3% | +14.2% | -46.5% | -37.8% |
| 1Y | -7.3% | +27.4% | -34.7% | -19.5% |
| 3Y | -14.9% | +187.6% | -202.5% | -51.6% |
| 5Y | -62.0% | +65.7% | -127.7% | -72.2% |
| 10Y | +33.0% | +219.7% | -186.7% | -18.9% |
| All | +33.0% | +230.2% | -197.2% | -18.9% |
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