+2,086.6%
CL vs ALB
+2,835.3%
-748.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | -1.0% |
| 7D | -2.2% | -8.1% | +5.9% | -1.3% |
| 30D | -4.8% | +6.3% | -11.1% | -5.5% |
| 3M | +4.9% | -23.6% | +28.5% | +7.6% |
| 6M | -5.7% | -24.6% | +18.9% | -3.7% |
| YTD | +14.4% | -10.3% | +24.6% | +14.0% |
| 1Y | +8.7% | +61.5% | -52.7% | +0.3% |
| 3Y | +30.0% | -34.0% | +64.0% | +28.7% |
| 5Y | +28.4% | -44.6% | +73.0% | +25.3% |
| 10Y | +50.1% | +76.1% | -26.0% | +13.8% |
| All | +2,086.6% | +2,835.3% | -748.6% | +953.8% |
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 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