-47.8%
CLF vs ALB
-44.4%
-3.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +3.6% |
| 7D | +7.6% | -8.1% | +15.6% | +11.3% |
| 30D | -1.2% | +6.3% | -7.4% | -4.3% |
| 3M | -13.4% | -23.6% | +10.2% | -3.6% |
| 6M | +15.4% | -24.6% | +40.0% | +26.9% |
| YTD | -5.9% | -10.3% | +4.4% | -5.0% |
| 1Y | +18.8% | +61.5% | -42.6% | -7.6% |
| 3Y | -19.4% | -34.0% | +14.6% | -16.6% |
| All | -47.8% | -44.4% | -3.4% | -43.3% |
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 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