+1,929.4%
CLS vs ALB
+35.3%
+1,894.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.1% |
| 7D | +2.8% | +1.1% | +1.7% | +2.2% |
| 30D | -30.1% | -2.6% | -27.5% | -29.7% |
| 3M | -21.7% | -25.6% | +3.8% | -14.9% |
| 6M | -36.2% | -54.0% | +17.8% | -18.9% |
| YTD | -17.8% | -31.6% | +13.8% | -9.2% |
| 1Y | -26.8% | -6.6% | -20.2% | -27.3% |
| 3Y | +853.4% | -14.0% | +867.4% | +771.3% |
| 5Y | +2,005.0% | -62.5% | +2,067.6% | +2,352.2% |
| 10Y | +1,929.4% | +36.3% | +1,893.1% | +1,207.9% |
| All | +1,929.4% | +35.3% | +1,894.1% | +1,207.9% |
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