-47.8%
CLF vs ALC
-16.0%
-31.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.9% |
| 7D | +7.6% | -2.1% | +9.7% | +8.7% |
| 30D | -1.2% | -0.1% | -1.1% | -1.3% |
| 3M | -13.4% | +5.9% | -19.3% | -16.4% |
| 6M | +15.4% | -15.9% | +31.4% | +25.4% |
| YTD | -5.9% | -10.1% | +4.2% | -2.1% |
| 1Y | +18.8% | -10.2% | +29.0% | +23.2% |
| 3Y | -19.4% | -13.6% | -5.9% | -16.2% |
| All | -47.8% | -16.0% | -31.8% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling