+99.7%
CLF vs ALK
-41.7%
+141.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -19.6% | +9.0% | -28.6% | -23.7% |
| 30D | -5.0% | -1.6% | -3.3% | -5.8% |
| 3M | -6.3% | -23.2% | +16.9% | +5.2% |
| 6M | +2.8% | -3.9% | +6.7% | +1.1% |
| YTD | -13.7% | -22.6% | +8.9% | -6.5% |
| 1Y | +13.6% | -5.3% | +18.9% | +9.8% |
| 3Y | -34.0% | +18.6% | -52.6% | -48.0% |
| 5Y | -48.7% | -34.4% | -14.4% | -45.4% |
| All | +99.7% | -41.7% | +141.4% | +99.2% |
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