+2,344.9%
CL vs ALB
+2,194.2%
+150.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.5% |
| 7D | +5.9% | +5.5% | +0.5% | +5.3% |
| 30D | +13.8% | -7.5% | +21.3% | +14.6% |
| 3M | +6.4% | -16.9% | +23.3% | +8.3% |
| 6M | +15.6% | -49.2% | +64.8% | +23.7% |
| YTD | +27.9% | -29.9% | +57.8% | +30.6% |
| 1Y | +31.4% | +8.2% | +23.2% | +27.4% |
| 3Y | +41.4% | -19.4% | +60.8% | +35.6% |
| 5Y | +42.8% | -61.6% | +104.4% | +45.9% |
| 10Y | +79.7% | +34.6% | +45.1% | +40.3% |
| All | +2,344.9% | +2,194.2% | +150.6% | +1,108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling