+400.4%
ALAB vs CLF
-40.4%
+440.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.8% | +8.0% | +9.3% |
| 7D | +7.2% | +7.6% | -0.3% | +5.2% |
| 30D | -2.5% | -1.2% | -1.3% | -2.4% |
| 3M | -13.3% | -13.4% | +0.1% | -10.7% |
| 6M | +172.8% | +15.4% | +157.4% | +158.5% |
| YTD | +86.6% | -5.9% | +92.5% | +83.5% |
| 1Y | +65.2% | +18.8% | +46.3% | +47.9% |
| All | +400.4% | -40.4% | +440.8% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling