+87.5%
CLF vs ALB
+35.3%
+52.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | +2.3% | +1.1% | +1.3% | +1.4% |
| 30D | +1.9% | -2.6% | +4.5% | +2.2% |
| 3M | +5.9% | -25.6% | +31.4% | +20.0% |
| 6M | +16.9% | -54.0% | +70.9% | +67.2% |
| YTD | -1.1% | -31.6% | +30.5% | +12.2% |
| 1Y | +28.8% | -6.6% | +35.4% | +24.0% |
| 3Y | -20.6% | -14.0% | -6.6% | -30.8% |
| 5Y | -41.5% | -62.5% | +21.0% | -24.9% |
| 10Y | +87.5% | +36.3% | +51.2% | +24.0% |
| All | +87.5% | +35.3% | +52.2% | +24.0% |
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