-13.0%
ALB vs CRL
+97.0%
-110.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -3.6% | +8.9% | -12.5% | -4.0% |
| 30D | -2.9% | +14.0% | -16.8% | -4.1% |
| 3M | -25.8% | +19.8% | -45.7% | -27.1% |
| 6M | -53.6% | +102.0% | -155.6% | -57.1% |
| YTD | -32.4% | +70.8% | -103.2% | -34.5% |
| 1Y | -13.0% | +98.7% | -111.8% | -17.9% |
| All | -13.0% | +97.0% | -110.0% | -17.9% |
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