-34.0%
CLF vs ALC
+2.3%
-36.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.3% |
| 7D | -19.6% | +4.9% | -24.5% | -20.9% |
| 30D | -5.0% | +19.0% | -23.9% | -10.8% |
| 3M | -6.3% | +7.8% | -14.1% | -9.1% |
| 6M | +2.8% | +14.6% | -11.8% | -3.1% |
| YTD | -13.7% | -4.4% | -9.3% | -12.7% |
| 1Y | +13.6% | +1.4% | +12.2% | +11.3% |
| 3Y | -34.0% | +2.5% | -36.5% | -32.8% |
| All | -34.0% | +2.3% | -36.2% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling