+80.9%
ALB vs CG
+295.0%
-214.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.7% |
| 7D | +1.1% | -3.8% | +4.9% | +2.5% |
| 30D | -2.6% | +7.5% | -10.1% | -6.4% |
| 3M | -25.6% | -14.4% | -11.2% | -20.9% |
| 6M | -54.0% | -15.7% | -38.4% | -51.0% |
| YTD | -31.6% | -29.0% | -2.6% | -22.7% |
| 1Y | -6.6% | -22.1% | +15.5% | +1.0% |
| 3Y | -14.0% | +49.1% | -63.1% | -32.7% |
| 5Y | -62.5% | -18.4% | -44.1% | -63.0% |
| 10Y | +36.3% | +295.1% | -258.8% | -24.1% |
| All | +80.9% | +295.0% | -214.1% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling