+33.0%
ALB vs CG
+308.6%
-275.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.5% |
| 7D | +5.3% | +2.0% | +3.3% | +3.9% |
| 30D | -6.3% | +8.5% | -14.8% | -10.8% |
| 3M | -27.4% | -12.1% | -15.3% | -23.4% |
| 6M | -53.1% | -16.4% | -36.6% | -49.5% |
| YTD | -32.3% | -28.0% | -4.4% | -23.1% |
| 1Y | -7.3% | -18.9% | +11.6% | -1.3% |
| 3Y | -14.9% | +51.2% | -66.2% | -36.8% |
| 5Y | -62.0% | -15.9% | -46.2% | -63.4% |
| 10Y | +33.0% | +305.9% | -272.9% | -24.1% |
| All | +33.0% | +308.6% | -275.6% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling