-51.4%
CLF vs ALLE
+49.9%
-101.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.3% |
| 7D | -19.6% | -0.6% | -19.0% | -19.2% |
| 30D | -5.0% | +25.3% | -30.3% | -19.5% |
| 3M | -6.3% | +10.3% | -16.6% | -13.3% |
| 6M | +2.8% | +38.0% | -35.3% | -19.0% |
| YTD | -13.7% | +17.8% | -31.5% | -24.6% |
| 1Y | +13.6% | +13.6% | 0.0% | +2.0% |
| 3Y | -34.0% | +89.2% | -123.2% | -60.5% |
| All | -51.4% | +49.9% | -101.3% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling