-46.0%
CLF vs ALK
-29.1%
-16.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.1% | -0.1% | +3.9% |
| 7D | -14.1% | +8.9% | -23.0% | -17.6% |
| 30D | -5.5% | +5.9% | -11.5% | -9.0% |
| 3M | 0.0% | -16.5% | +16.5% | +7.1% |
| 6M | +11.3% | +2.1% | +9.1% | +7.2% |
| YTD | -7.7% | -17.1% | +9.4% | -3.3% |
| 1Y | +17.5% | -2.9% | +20.4% | +13.7% |
| 3Y | -25.4% | +24.5% | -49.9% | -39.8% |
| 5Y | -46.0% | -29.1% | -16.8% | -42.1% |
| All | -46.0% | -29.1% | -16.9% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling