+8.6%
ALB vs CRL
+85.3%
-76.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.3% | +12.6% | +5.6% |
| 7D | -2.1% | -12.8% | +10.7% | -1.5% |
| 30D | -9.0% | +5.0% | -14.0% | -9.5% |
| 3M | -21.1% | +39.4% | -60.5% | -22.6% |
| 6M | -49.9% | +89.4% | -139.3% | -52.5% |
| YTD | -32.3% | +63.6% | -95.9% | -33.2% |
| 1Y | +8.6% | +83.5% | -74.9% | +9.9% |
| All | +8.6% | +85.3% | -76.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling