+269.9%
CLF vs ALB
+2,835.3%
-2,565.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +4.3% |
| 7D | +7.6% | -8.1% | +15.6% | +12.6% |
| 30D | -1.2% | +6.3% | -7.4% | -5.4% |
| 3M | -13.4% | -23.6% | +10.2% | -0.3% |
| 6M | +15.4% | -24.6% | +40.0% | +30.5% |
| YTD | -5.9% | -10.3% | +4.4% | -5.4% |
| 1Y | +18.8% | +61.5% | -42.6% | -16.3% |
| 3Y | -19.4% | -34.0% | +14.6% | -18.7% |
| 5Y | -47.7% | -44.6% | -3.1% | -46.4% |
| 10Y | +130.4% | +76.1% | +54.3% | +4.0% |
| All | +269.9% | +2,835.3% | -2,565.4% | -34.3% |
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 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