+33.9%
CLF vs ALC
+27.5%
+6.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.3% | +3.4% |
| 7D | +2.3% | -6.3% | +8.6% | +6.1% |
| 30D | +1.9% | +12.6% | -10.7% | -6.2% |
| 3M | +5.9% | -3.8% | +9.7% | +6.7% |
| 6M | +16.9% | +16.8% | +0.1% | +3.6% |
| YTD | -1.1% | -7.6% | +6.6% | +0.2% |
| 1Y | +28.8% | -5.9% | +34.7% | +28.6% |
| 3Y | -20.6% | +0.6% | -21.2% | -27.1% |
| 5Y | -41.5% | -9.5% | -32.1% | -43.3% |
| All | +33.9% | +27.5% | +6.4% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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