+28.8%
CLF vs ALLE
+15.9%
+13.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.7% |
| 7D | +2.3% | -0.8% | +3.2% | +3.0% |
| 30D | +1.9% | +27.4% | -25.4% | -12.0% |
| 3M | +5.9% | +13.8% | -8.0% | -0.8% |
| 6M | +16.9% | +45.5% | -28.6% | -9.0% |
| YTD | -1.1% | +21.4% | -22.5% | -18.5% |
| 1Y | +28.8% | +15.4% | +13.5% | +13.7% |
| All | +28.8% | +15.9% | +13.0% | +13.7% |
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