+18.8%
CLF vs ALB
-1.1%
+19.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.0% |
| 7D | -14.1% | +9.5% | -23.5% | -16.8% |
| 30D | -5.5% | -2.1% | -3.4% | -5.1% |
| 3M | 0.0% | -24.1% | +24.1% | +9.0% |
| 6M | +11.3% | -51.0% | +62.3% | +40.0% |
| YTD | -7.7% | -29.3% | +21.6% | +1.8% |
| All | +18.8% | -1.1% | +19.9% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling