+99.7%
CLF vs ALB
+33.3%
+66.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -19.6% | +9.1% | -28.6% | -23.3% |
| 30D | -5.0% | -3.4% | -1.6% | -4.2% |
| 3M | -6.3% | -20.6% | +14.3% | +2.9% |
| 6M | +2.8% | -48.2% | +50.9% | +38.6% |
| YTD | -13.7% | -29.2% | +15.5% | -3.6% |
| 1Y | +13.6% | +10.0% | +3.6% | +0.8% |
| 3Y | -34.0% | -12.9% | -21.1% | -42.6% |
| 5Y | -48.7% | -61.3% | +12.5% | -35.1% |
| All | +99.7% | +33.3% | +66.4% | +34.0% |
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