+207.4%
ALAB vs CLF
-45.4%
+252.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.8% |
| 7D | -26.3% | -19.6% | -6.7% | -21.5% |
| 30D | -50.1% | -5.0% | -45.1% | -49.2% |
| 3M | -42.5% | -6.3% | -36.2% | -41.4% |
| 6M | -10.8% | +2.8% | -13.6% | -12.0% |
| YTD | +14.6% | -13.7% | +28.3% | +15.7% |
| 1Y | +17.1% | +13.6% | +3.5% | +10.1% |
| All | +207.4% | -45.4% | +252.8% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling