-34.2%
ALB vs CRL
+38.0%
-72.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.8% | -3.8% |
| 7D | -8.1% | -1.0% | -7.0% | -7.7% |
| 30D | +6.3% | +10.7% | -4.4% | +2.2% |
| 3M | -23.6% | +55.3% | -78.9% | -36.7% |
| 6M | -24.6% | +60.7% | -85.3% | -39.6% |
| YTD | -10.3% | +44.6% | -54.9% | -25.0% |
| 1Y | +61.5% | +77.7% | -16.3% | +20.6% |
| All | -34.2% | +38.0% | -72.2% | -50.2% |
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