+891.5%
CLS vs ALB
-13.2%
+904.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +4.9% |
| 7D | +23.5% | -3.6% | +27.1% | +24.7% |
| 30D | -28.9% | -2.9% | -26.1% | -28.5% |
| 3M | -25.2% | -25.8% | +0.7% | -19.7% |
| 6M | -32.1% | -53.6% | +21.5% | -17.2% |
| YTD | -14.1% | -32.4% | +18.3% | -5.7% |
| 1Y | -24.1% | -13.0% | -11.0% | -21.7% |
| All | +891.5% | -13.2% | +904.8% | +804.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling