-29.5%
ALB vs CG
+60.2%
-89.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.6% |
| 7D | -8.1% | -4.3% | -3.7% | -6.1% |
| 30D | +6.3% | -5.1% | +11.3% | +8.6% |
| 3M | -23.6% | +8.7% | -32.2% | -27.4% |
| 6M | -24.6% | -9.2% | -15.4% | -22.1% |
| YTD | -10.3% | -18.9% | +8.6% | -3.0% |
| 1Y | +61.5% | -25.6% | +87.1% | +82.9% |
| All | -29.5% | +60.2% | -89.7% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling