-47.8%
CLF vs ALK
-25.3%
-22.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | -13.4% | -1.5% | -11.9% | -13.8% |
| 6M | +15.4% | -13.1% | +28.5% | +20.1% |
| YTD | -5.9% | -16.4% | +10.5% | -0.6% |
| 1Y | +18.8% | -33.1% | +51.9% | +37.5% |
| 3Y | -19.4% | +0.6% | -20.0% | -25.4% |
| All | -47.8% | -25.3% | -22.5% | -48.1% |
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