+39.9%
CL vs ALB
-61.7%
+101.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | +1.3% | +9.1% | -7.7% | +1.3% |
| 30D | +11.4% | -3.4% | +14.8% | +11.4% |
| 3M | +4.4% | -20.6% | +25.0% | +4.4% |
| 6M | +10.8% | -48.2% | +59.0% | +10.8% |
| YTD | +25.1% | -29.2% | +54.4% | +24.9% |
| 1Y | +28.0% | +10.0% | +18.0% | +27.5% |
| 3Y | +37.6% | -12.9% | +50.5% | +36.7% |
| All | +39.9% | -61.7% | +101.6% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling