-12.9%
ALB vs CFG
+168.6%
-181.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.4% |
| 7D | +9.1% | -0.9% | +10.0% | +9.5% |
| 30D | -3.4% | +1.1% | -4.5% | -4.2% |
| 3M | -20.6% | -12.0% | -8.6% | -14.9% |
| 6M | -48.2% | -2.2% | -45.9% | -48.4% |
| YTD | -29.2% | +11.4% | -40.6% | -35.7% |
| 1Y | +10.0% | +27.8% | -17.8% | -8.6% |
| 3Y | -12.9% | +173.3% | -186.2% | -63.2% |
| All | -12.9% | +168.6% | -181.5% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling