+618.5%
CLF vs ALK
+765.2%
-146.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.2% | -9.0% | -11.2% |
| 7D | -21.0% | +7.1% | -28.0% | -23.0% |
| 30D | -8.0% | -3.0% | -5.0% | -8.0% |
| 3M | -10.9% | -25.6% | +14.7% | -3.2% |
| 6M | +5.8% | +0.5% | +5.3% | +3.7% |
| YTD | -15.1% | -23.1% | +7.9% | -10.0% |
| 1Y | +7.2% | -7.5% | +14.8% | +6.9% |
| 3Y | -34.2% | +15.3% | -49.5% | -40.5% |
| 5Y | -49.6% | -34.8% | -14.8% | -46.1% |
| 10Y | +109.9% | -41.2% | +151.1% | +123.2% |
| All | +618.5% | +765.2% | -146.8% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling