+61.5%
ALB vs CG
-24.3%
+85.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.0% |
| 7D | -8.1% | -4.3% | -3.7% | -7.0% |
| 30D | +6.3% | -5.1% | +11.3% | +7.5% |
| 3M | -23.6% | +8.7% | -32.2% | -25.7% |
| 6M | -24.6% | -9.2% | -15.4% | -23.7% |
| YTD | -10.3% | -18.9% | +8.6% | -7.2% |
| 1Y | +61.5% | -25.6% | +87.1% | +67.9% |
| All | +61.5% | -24.3% | +85.7% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling