+2,757.7%
CLS vs ALB
+74.5%
+2,683.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +2.3% |
| 7D | +4.6% | -8.1% | +12.6% | +7.2% |
| 30D | -13.9% | +6.3% | -20.2% | -16.6% |
| 3M | -26.6% | -23.6% | -3.0% | -20.4% |
| 6M | +15.4% | -24.6% | +40.0% | +24.9% |
| YTD | +5.7% | -10.3% | +15.9% | +7.3% |
| 1Y | +41.1% | +61.5% | -20.3% | +16.8% |
| 3Y | +1,228.6% | -34.0% | +1,262.6% | +1,250.6% |
| 5Y | +3,240.6% | -44.6% | +3,285.2% | +3,310.3% |
| All | +2,757.7% | +74.5% | +2,683.2% | +1,605.5% |
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