+83.0%
ALB vs CRL
+241.6%
-158.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.8% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | -1.2% | +5.0% | -6.1% | -3.4% |
| 3M | -13.3% | +50.6% | -63.9% | -28.8% |
| 6M | -19.8% | +60.9% | -80.7% | -37.5% |
| YTD | -7.9% | +40.7% | -48.7% | -24.2% |
| 1Y | +60.2% | +73.3% | -13.2% | +17.9% |
| 3Y | -26.4% | +40.6% | -67.0% | -42.8% |
| 5Y | -42.5% | -37.0% | -5.6% | -37.5% |
| 10Y | +83.0% | +244.3% | -161.3% | +11.0% |
| All | +83.0% | +241.6% | -158.6% | +11.0% |
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