+1,785.7%
ALB vs CRL
+1,379.5%
+406.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.8% | -3.9% |
| 7D | -8.1% | -1.0% | -7.0% | -7.7% |
| 30D | +6.3% | +10.7% | -4.4% | +2.4% |
| 3M | -23.6% | +55.3% | -78.9% | -35.8% |
| 6M | -24.6% | +60.7% | -85.3% | -38.5% |
| YTD | -10.3% | +44.6% | -54.9% | -24.3% |
| 1Y | +61.5% | +77.7% | -16.3% | +25.0% |
| 3Y | -34.0% | +37.6% | -71.6% | -45.5% |
| 5Y | -44.6% | -35.8% | -8.8% | -41.8% |
| 10Y | +76.1% | +241.7% | -165.6% | +3.5% |
| All | +1,785.7% | +1,379.5% | +406.2% | +786.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling