-17.5%
CLF vs ALK
+2.1%
-19.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.1% |
| 7D | +7.6% | -0.7% | +8.2% | +7.9% |
| 30D | -1.2% | -19.2% | +18.0% | +8.2% |
| 3M | -13.4% | -1.5% | -11.9% | -13.9% |
| 6M | +15.4% | -13.1% | +28.5% | +19.8% |
| YTD | -5.9% | -16.4% | +10.5% | -0.8% |
| 1Y | +18.8% | -33.1% | +51.9% | +36.1% |
| All | -17.5% | +2.1% | -19.6% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling