-51.4%
CLF vs ALB
-61.7%
+10.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -19.6% | +9.1% | -28.6% | -22.8% |
| 30D | -5.0% | -3.4% | -1.6% | -4.3% |
| 3M | -6.3% | -20.6% | +14.3% | +1.6% |
| 6M | +2.8% | -48.2% | +50.9% | +32.8% |
| YTD | -13.7% | -29.2% | +15.5% | -4.8% |
| 1Y | +13.6% | +10.0% | +3.6% | +3.0% |
| 3Y | -34.0% | -12.9% | -21.1% | -41.3% |
| All | -51.4% | -61.7% | +10.3% | -39.7% |
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