+1,628.1%
CLS vs ALB
+33.3%
+1,594.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -22.2% | +9.1% | -31.2% | -24.7% |
| 30D | -44.4% | -3.4% | -41.0% | -43.9% |
| 3M | -34.3% | -20.6% | -13.7% | -30.0% |
| 6M | -50.1% | -48.2% | -1.9% | -39.0% |
| YTD | -30.1% | -29.2% | -0.8% | -23.6% |
| 1Y | -39.3% | +10.0% | -49.3% | -42.9% |
| 3Y | +732.7% | -12.9% | +745.6% | +658.8% |
| 5Y | +1,777.2% | -61.3% | +1,838.5% | +2,062.8% |
| All | +1,628.1% | +33.3% | +1,594.7% | +1,029.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling