-49.8%
CLF vs ALLE
+260.9%
-310.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | -13.4% | +21.0% | -34.4% | -25.3% |
| 6M | +15.4% | +1.1% | +14.3% | +14.0% |
| YTD | -5.9% | -0.5% | -5.3% | -6.4% |
| 1Y | +18.8% | -7.3% | +26.1% | +24.5% |
| 3Y | -19.4% | +42.3% | -61.7% | -40.8% |
| 5Y | -47.7% | +13.5% | -61.2% | -54.8% |
| 10Y | +130.4% | +144.0% | -13.7% | +19.4% |
| All | -49.8% | +260.9% | -310.7% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling