+83.0%
ALB vs CG
+345.5%
-262.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.7% |
| 7D | -4.4% | -1.3% | -3.1% | -3.8% |
| 30D | -1.2% | -3.2% | +2.0% | +0.1% |
| 3M | -13.3% | +6.2% | -19.5% | -16.6% |
| 6M | -19.8% | -4.7% | -15.1% | -19.2% |
| YTD | -7.9% | -20.6% | +12.7% | +0.3% |
| 1Y | +60.2% | -26.4% | +86.5% | +80.9% |
| 3Y | -26.4% | +55.4% | -81.8% | -45.5% |
| 5Y | -42.5% | +9.8% | -52.4% | -50.8% |
| 10Y | +83.0% | +341.4% | -258.3% | -2.2% |
| All | +83.0% | +345.5% | -262.5% | -2.2% |
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