+249.6%
ALAB vs CLF
-41.5%
+291.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +7.0% | +6.7% | +11.8% |
| 7D | -5.6% | -14.1% | +8.5% | -1.2% |
| 30D | -36.6% | -5.5% | -31.1% | -35.4% |
| 3M | -35.1% | 0.0% | -35.1% | -34.9% |
| 6M | +8.5% | +11.3% | -2.7% | +4.9% |
| YTD | +30.4% | -7.7% | +38.0% | +29.3% |
| 1Y | +31.0% | +17.5% | +13.5% | +22.2% |
| All | +249.6% | -41.5% | +291.2% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling