+87.1%
ALB vs CG
+281.3%
-194.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 3M | -20.6% | -18.2% | -2.4% | -13.8% |
| 6M | -48.2% | -20.7% | -27.5% | -43.2% |
| YTD | -29.2% | -31.4% | +2.2% | -18.6% |
| 1Y | +10.0% | -22.3% | +32.3% | +19.1% |
| 3Y | -12.9% | +50.2% | -63.1% | -32.0% |
| 5Y | -61.3% | -22.1% | -39.2% | -60.9% |
| 10Y | +35.8% | +295.5% | -259.7% | -23.9% |
| All | +87.1% | +281.3% | -194.3% | +0.5% |
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