+1,751.5%
CLS vs ALB
+38.2%
+1,713.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.1% | +8.0% | +7.9% |
| 7D | -10.6% | +9.5% | -20.0% | -13.5% |
| 30D | -38.4% | -2.1% | -36.3% | -38.1% |
| 3M | -29.9% | -24.1% | -5.7% | -24.1% |
| 6M | -40.6% | -51.0% | +10.4% | -26.0% |
| YTD | -24.6% | -29.3% | +4.7% | -17.6% |
| 1Y | -30.8% | +3.2% | -34.0% | -33.4% |
| 3Y | +811.7% | -9.3% | +821.1% | +718.7% |
| 5Y | +1,838.4% | -61.6% | +1,900.1% | +2,141.8% |
| 10Y | +1,751.5% | +40.8% | +1,710.7% | +1,076.4% |
| All | +1,751.5% | +38.2% | +1,713.3% | +1,076.4% |
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