-11.9%
ALB vs CFG
+192.0%
-203.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | +1.1% | -0.8% | +1.8% | +1.4% |
| 30D | -2.6% | +3.1% | -5.7% | -4.4% |
| 3M | -25.6% | -9.7% | -15.8% | -21.4% |
| 6M | -54.0% | +6.7% | -60.7% | -56.5% |
| YTD | -31.6% | +15.2% | -46.8% | -38.9% |
| 1Y | -6.6% | +28.8% | -35.3% | -22.5% |
| All | -11.9% | +192.0% | -203.9% | -64.0% |
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 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