-43.9%
ALB vs CFG
+101.4%
-145.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.1% |
| 6M | -24.6% | +19.2% | -43.8% | -33.3% |
| YTD | -10.3% | +23.7% | -34.0% | -22.8% |
| 1Y | +61.5% | +38.8% | +22.6% | +29.0% |
| 3Y | -34.0% | +178.9% | -212.9% | -67.1% |
| All | -43.9% | +101.4% | -145.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling