+3,269.5%
CLS vs ALB
-44.4%
+3,313.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +2.2% |
| 7D | +4.6% | -8.1% | +12.6% | +7.0% |
| 30D | -13.9% | +6.3% | -20.2% | -16.4% |
| 3M | -26.6% | -23.6% | -3.0% | -20.8% |
| 6M | +15.4% | -24.6% | +40.0% | +24.4% |
| YTD | +5.7% | -10.3% | +15.9% | +7.5% |
| 1Y | +41.1% | +61.5% | -20.3% | +19.3% |
| 3Y | +1,228.6% | -34.0% | +1,262.6% | +1,257.8% |
| All | +3,269.5% | -44.4% | +3,313.9% | +3,334.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling