-62.1%
ALB vs CG
-22.2%
-40.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.2% |
| 7D | +9.1% | -1.2% | +10.3% | +9.4% |
| 30D | -3.4% | +5.0% | -8.4% | -6.7% |
| 3M | -20.6% | -18.2% | -2.4% | -12.5% |
| 6M | -48.2% | -20.7% | -27.5% | -42.3% |
| YTD | -29.2% | -31.4% | +2.2% | -16.5% |
| 1Y | +10.0% | -22.3% | +32.3% | +20.1% |
| 3Y | -12.9% | +50.2% | -63.1% | -40.0% |
| All | -62.1% | -22.2% | -40.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling