+40.8%
ALB vs CRL
+400.8%
-360.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -2.1% |
| 7D | +9.5% | +4.4% | +5.1% | +6.8% |
| 30D | -2.1% | +17.1% | -19.2% | -9.6% |
| 3M | -24.1% | +32.1% | -56.2% | -33.9% |
| 6M | -51.0% | +98.9% | -149.9% | -65.2% |
| YTD | -29.3% | +77.1% | -106.5% | -48.2% |
| 1Y | +3.2% | +110.3% | -107.1% | -30.6% |
| 3Y | -9.3% | +108.5% | -117.8% | -42.0% |
| 5Y | -61.6% | -7.9% | -53.8% | -65.0% |
| 10Y | +40.8% | +368.9% | -328.1% | -24.4% |
| All | +40.8% | +400.8% | -360.0% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling