+732.7%
CLS vs ALB
-16.8%
+749.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -22.2% | +9.1% | -31.2% | -24.2% |
| 30D | -44.4% | -3.4% | -41.0% | -43.9% |
| 3M | -34.3% | -20.6% | -13.7% | -30.8% |
| 6M | -50.1% | -48.2% | -1.9% | -40.9% |
| YTD | -30.1% | -29.2% | -0.8% | -24.1% |
| 1Y | -39.3% | +10.0% | -49.3% | -41.2% |
| 3Y | +732.7% | -12.9% | +745.6% | +659.2% |
| All | +732.7% | -16.8% | +749.5% | +659.2% |
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