+18.8%
CLF vs ALLE
-5.8%
+24.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.0% |
| 7D | +7.6% | -0.2% | +7.8% | +7.8% |
| 30D | -1.2% | -6.8% | +5.6% | +4.0% |
| 3M | -13.4% | +21.0% | -34.4% | -24.8% |
| 6M | +15.4% | +1.1% | +14.3% | +12.2% |
| YTD | -5.9% | -0.5% | -5.3% | -10.6% |
| 1Y | +18.8% | -7.3% | +26.1% | +18.7% |
| All | +18.8% | -5.8% | +24.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling