-25.4%
CLF vs ALB
-13.4%
-12.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.0% |
| 7D | -14.1% | +9.5% | -23.5% | -17.3% |
| 30D | -5.5% | -2.1% | -3.4% | -5.3% |
| 3M | 0.0% | -24.1% | +24.1% | +9.8% |
| 6M | +11.3% | -51.0% | +62.3% | +44.0% |
| YTD | -7.7% | -29.3% | +21.6% | +1.3% |
| 1Y | +17.5% | +3.2% | +14.4% | +10.5% |
| 3Y | -25.4% | -9.3% | -16.1% | -34.6% |
| All | -25.4% | -13.4% | -12.0% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling