-17.5%
CLF vs ALB
-34.0%
+16.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +3.5% |
| 7D | +7.6% | -8.1% | +15.6% | +10.9% |
| 30D | -1.2% | +6.3% | -7.4% | -4.0% |
| 3M | -13.4% | -23.6% | +10.2% | -4.5% |
| 6M | +15.4% | -24.6% | +40.0% | +25.9% |
| YTD | -5.9% | -10.3% | +4.4% | -4.9% |
| 1Y | +18.8% | +61.5% | -42.6% | -4.8% |
| All | -17.5% | -34.0% | +16.4% | -18.9% |
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