-14.1%
ALB vs CRL
+97.9%
-112.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -4.5% | +11.9% | -16.4% | -9.2% |
| 3M | -28.1% | +20.2% | -48.2% | -33.6% |
| 6M | -53.2% | +107.5% | -160.7% | -65.7% |
| YTD | -33.3% | +69.4% | -102.7% | -47.7% |
| 1Y | -17.4% | +99.7% | -117.2% | -40.3% |
| 3Y | -14.1% | +98.8% | -112.9% | -56.1% |
| All | -14.1% | +97.9% | -112.0% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling