+86.2%
CL vs ALB
+34.2%
+52.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -0.8% | -3.6% | +2.8% | -0.7% |
| 30D | +9.5% | -2.9% | +12.3% | +9.5% |
| 3M | +6.6% | -25.8% | +32.5% | +7.9% |
| 6M | +13.2% | -53.6% | +66.8% | +16.7% |
| YTD | +26.9% | -32.4% | +59.2% | +27.9% |
| 1Y | +27.6% | -13.0% | +40.6% | +27.0% |
| 3Y | +39.1% | -15.0% | +54.1% | +36.0% |
| 5Y | +41.3% | -63.5% | +104.8% | +44.7% |
| All | +86.2% | +34.2% | +52.0% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling