+233.5%
CLF vs ALB
+2,194.2%
-1,960.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +3.6% | -15.8% | -14.2% |
| 7D | -21.0% | +5.5% | -26.4% | -23.9% |
| 30D | -8.0% | -7.5% | -0.5% | -4.9% |
| 3M | -10.9% | -16.9% | +6.0% | -3.5% |
| 6M | +5.8% | -49.2% | +55.0% | +50.7% |
| YTD | -15.1% | -29.9% | +14.7% | -3.5% |
| 1Y | +7.2% | +8.2% | -1.0% | -5.8% |
| 3Y | -34.2% | -19.4% | -14.7% | -41.9% |
| 5Y | -49.6% | -61.6% | +12.0% | -36.7% |
| 10Y | +109.9% | +34.6% | +75.3% | +8.6% |
| All | +233.5% | +2,194.2% | -1,960.7% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling