+80.1%
CLF vs ALB
+38.2%
+41.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.0% |
| 7D | -14.1% | +9.5% | -23.5% | -18.3% |
| 30D | -5.5% | -2.1% | -3.4% | -5.3% |
| 3M | 0.0% | -24.1% | +24.1% | +12.5% |
| 6M | +11.3% | -51.0% | +62.3% | +54.5% |
| YTD | -7.7% | -29.3% | +21.6% | +3.2% |
| 1Y | +17.5% | +3.2% | +14.4% | +7.6% |
| 3Y | -25.4% | -9.3% | -16.1% | -36.7% |
| 5Y | -46.0% | -61.6% | +15.7% | -31.2% |
| 10Y | +80.1% | +40.8% | +39.3% | +18.6% |
| All | +80.1% | +38.2% | +41.8% | +18.6% |
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