-22.3%
CLF vs ALLE
+92.8%
-115.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.2% |
| 7D | -9.1% | +0.1% | -9.1% | -9.0% |
| 30D | -0.9% | +25.9% | -26.8% | -14.2% |
| 3M | +3.0% | +14.9% | -11.9% | -5.5% |
| 6M | +16.7% | +42.1% | -25.4% | -6.6% |
| YTD | -3.2% | +20.4% | -23.5% | -15.1% |
| 1Y | +24.6% | +14.9% | +9.8% | +12.5% |
| 3Y | -22.3% | +90.1% | -112.4% | -49.7% |
| All | -22.3% | +92.8% | -115.1% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling