+137.2%
ALB vs CG
+351.2%
-214.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.7% |
| 7D | -8.1% | -4.3% | -3.7% | -6.2% |
| 30D | +6.3% | -5.1% | +11.3% | +8.4% |
| 3M | -23.6% | +8.7% | -32.2% | -26.9% |
| 6M | -24.6% | -9.2% | -15.4% | -22.3% |
| YTD | -10.3% | -18.9% | +8.6% | -3.9% |
| 1Y | +61.5% | -25.6% | +87.1% | +79.7% |
| 3Y | -34.0% | +57.3% | -91.2% | -49.2% |
| 5Y | -44.6% | +10.2% | -54.7% | -51.4% |
| 10Y | +76.1% | +364.2% | -288.1% | -8.0% |
| All | +137.2% | +351.2% | -214.0% | +18.8% |
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