+14.8%
CLF vs ALC
+34.7%
-19.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.0% | -11.2% | -11.7% |
| 7D | -21.0% | +7.6% | -28.6% | -24.6% |
| 30D | -8.0% | +21.1% | -29.1% | -18.7% |
| 3M | -10.9% | +8.5% | -19.4% | -16.3% |
| 6M | +5.8% | +2.8% | +3.0% | +0.9% |
| YTD | -15.1% | -2.4% | -12.7% | -16.6% |
| 1Y | +7.2% | +3.5% | +3.8% | +1.1% |
| 3Y | -34.2% | +4.2% | -38.4% | -40.4% |
| 5Y | -49.6% | -9.0% | -40.6% | -50.8% |
| All | +14.8% | +34.7% | -19.8% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling