+24.4%
ALAB vs CLF
+20.2%
+4.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -1.9% |
| 7D | -7.5% | -9.1% | +1.6% | -4.9% |
| 30D | -36.8% | -0.9% | -35.9% | -36.4% |
| 3M | -31.9% | +3.0% | -34.8% | -32.1% |
| 6M | +8.2% | +16.7% | -8.5% | +5.8% |
| YTD | +29.9% | -3.2% | +33.1% | +24.5% |
| 1Y | +24.4% | +24.6% | -0.2% | +15.7% |
| All | +24.4% | +20.2% | +4.2% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling