-41.8%
CLF vs ALB
-64.0%
+22.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.7% |
| 7D | +10.4% | -5.8% | +16.1% | +12.9% |
| 30D | +0.6% | -4.5% | +5.1% | +1.7% |
| 3M | +4.1% | -28.1% | +32.2% | +17.5% |
| 6M | +15.1% | -53.2% | +68.3% | +54.8% |
| YTD | -4.7% | -33.3% | +28.6% | +7.5% |
| 1Y | +20.4% | -17.4% | +37.8% | +23.4% |
| 3Y | -23.4% | -14.1% | -9.2% | -31.7% |
| All | -41.8% | -64.0% | +22.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling