+41.3%
CL vs ALB
-62.4%
+103.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.4% |
| 7D | +0.5% | +9.5% | -8.9% | +0.5% |
| 30D | +11.6% | -2.1% | +13.7% | +11.6% |
| 3M | +5.6% | -24.1% | +29.8% | +5.6% |
| 6M | +13.2% | -51.0% | +64.2% | +13.1% |
| YTD | +26.9% | -29.3% | +56.2% | +26.7% |
| 1Y | +27.3% | +3.2% | +24.2% | +26.9% |
| 3Y | +39.7% | -9.3% | +49.0% | +38.8% |
| 5Y | +41.3% | -61.6% | +102.9% | +39.8% |
| All | +41.3% | -62.4% | +103.7% | +39.8% |
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