-3.2%
ALB vs CRL
+111.4%
-114.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.4% |
| 7D | +9.5% | +4.4% | +5.1% | +9.1% |
| 30D | -2.1% | +17.1% | -19.2% | -3.4% |
| 3M | -24.1% | +32.1% | -56.2% | -25.8% |
| 6M | -51.0% | +98.9% | -149.9% | -54.2% |
| YTD | -29.3% | +77.1% | -106.5% | -31.3% |
| All | -3.2% | +111.4% | -114.6% | -6.1% |
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