+2,609.7%
CLS vs ALB
+1,295.0%
+1,314.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +5.0% |
| 7D | +23.5% | -3.6% | +27.1% | +25.3% |
| 30D | -28.9% | -2.9% | -26.1% | -28.3% |
| 3M | -25.2% | -25.8% | +0.7% | -17.0% |
| 6M | -32.1% | -53.6% | +21.5% | -9.6% |
| YTD | -14.1% | -32.4% | +18.3% | -3.2% |
| 1Y | -24.1% | -13.0% | -11.0% | -23.0% |
| 3Y | +897.0% | -15.0% | +912.0% | +790.6% |
| 5Y | +2,089.9% | -63.5% | +2,153.4% | +2,501.6% |
| 10Y | +2,022.2% | +34.7% | +1,987.5% | +1,122.8% |
| All | +2,609.7% | +1,295.0% | +1,314.7% | +435.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling