+36.7%
CLS vs ALB
+69.7%
-33.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +2.1% |
| 7D | +20.1% | -8.6% | +28.7% | +23.5% |
| 30D | +6.0% | -4.0% | +10.1% | +6.5% |
| 3M | -10.3% | -17.4% | +7.1% | -4.6% |
| 6M | +24.5% | -25.4% | +49.9% | +35.9% |
| YTD | +12.9% | -10.5% | +23.4% | +15.5% |
| 1Y | +36.7% | +75.8% | -39.1% | +19.0% |
| All | +36.7% | +69.7% | -33.0% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling