+1,980.9%
CLS vs ALB
-64.0%
+2,044.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.0% |
| 7D | +16.3% | -5.8% | +22.0% | +18.3% |
| 30D | -25.7% | -4.5% | -21.1% | -24.8% |
| 3M | -30.9% | -28.1% | -2.8% | -24.5% |
| 6M | -35.5% | -53.2% | +17.7% | -19.8% |
| YTD | -18.7% | -33.3% | +14.6% | -9.9% |
| 1Y | -17.9% | -17.4% | -0.5% | -14.7% |
| 3Y | +838.1% | -14.1% | +852.2% | +758.2% |
| All | +1,980.9% | -64.0% | +2,044.8% | +2,234.8% |
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