+42.2%
ALB vs CRL
+356.6%
-314.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +1.1% | +5.0% | -4.0% | -1.3% |
| 30D | -2.6% | +13.5% | -16.1% | -8.9% |
| 3M | -25.6% | +21.5% | -47.1% | -32.8% |
| 6M | -54.0% | +103.4% | -157.5% | -67.7% |
| YTD | -31.6% | +71.8% | -103.4% | -49.2% |
| 1Y | -6.6% | +97.5% | -104.1% | -35.3% |
| 3Y | -14.0% | +99.2% | -113.2% | -43.8% |
| 5Y | -62.5% | -12.1% | -50.4% | -65.1% |
| All | +42.2% | +356.6% | -314.3% | -22.6% |
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