-34.2%
ALB vs CFG
+180.9%
-215.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -8.1% | +1.5% | -9.6% | -8.9% |
| 30D | +6.3% | -3.8% | +10.1% | +8.6% |
| 3M | -23.6% | +11.5% | -35.1% | -29.2% |
| 6M | -24.6% | +19.2% | -43.8% | -33.5% |
| YTD | -10.3% | +23.7% | -34.0% | -23.2% |
| 1Y | +61.5% | +38.8% | +22.6% | +27.9% |
| All | -34.2% | +180.9% | -215.0% | -69.6% |
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