+74.6%
CLF vs ALB
+32.4%
+42.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.5% |
| 7D | +10.4% | -5.8% | +16.1% | +13.4% |
| 30D | +0.6% | -4.5% | +5.1% | +1.8% |
| 3M | +4.1% | -28.1% | +32.2% | +20.0% |
| 6M | +15.1% | -53.2% | +68.3% | +63.3% |
| YTD | -4.7% | -33.3% | +28.6% | +9.4% |
| 1Y | +20.4% | -17.4% | +37.8% | +23.3% |
| 3Y | -23.4% | -14.1% | -9.2% | -33.3% |
| 5Y | -43.3% | -64.0% | +20.8% | -25.5% |
| All | +74.6% | +32.4% | +42.3% | +18.0% |
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