+137.0%
ALB vs CFG
+396.4%
-259.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -8.1% | +1.5% | -9.6% | -8.8% |
| 30D | +6.3% | -3.8% | +10.1% | +8.2% |
| 3M | -23.6% | +11.5% | -35.1% | -28.1% |
| 6M | -24.6% | +19.2% | -43.8% | -31.7% |
| YTD | -10.3% | +23.7% | -34.0% | -20.4% |
| 1Y | +61.5% | +38.8% | +22.6% | +35.1% |
| 3Y | -34.0% | +178.9% | -212.9% | -61.4% |
| 5Y | -44.6% | +101.8% | -146.4% | -62.7% |
| 10Y | +76.1% | +317.3% | -241.2% | -18.4% |
| All | +137.0% | +396.4% | -259.4% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling