+87.5%
CLF vs ALK
-41.4%
+128.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | +2.3% | +2.6% | -0.2% | +1.2% |
| 30D | +1.9% | +7.8% | -5.9% | -3.5% |
| 3M | +5.9% | -15.2% | +21.1% | +13.2% |
| 6M | +16.9% | +5.0% | +11.9% | +9.9% |
| YTD | -1.1% | -18.4% | +17.4% | +4.4% |
| 1Y | +28.8% | -2.4% | +31.2% | +22.7% |
| 3Y | -20.6% | +19.8% | -40.4% | -37.6% |
| 5Y | -41.5% | -27.8% | -13.7% | -40.8% |
| 10Y | +87.5% | -42.0% | +129.5% | +85.2% |
| All | +87.5% | -41.4% | +128.9% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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