-54.8%
CLF vs ALLE
+331.3%
-386.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.3% | -10.1% |
| 7D | -21.0% | 0.0% | -21.0% | -21.0% |
| 30D | -8.0% | +20.6% | -28.6% | -21.2% |
| 3M | -10.9% | +11.4% | -22.3% | -19.2% |
| 6M | +5.8% | +42.5% | -36.7% | -20.5% |
| YTD | -15.1% | +18.9% | -34.0% | -27.3% |
| 1Y | +7.2% | +14.2% | -6.9% | -5.2% |
| 3Y | -34.2% | +90.7% | -124.9% | -62.0% |
| 5Y | -49.6% | +52.5% | -102.1% | -65.8% |
| 10Y | +109.9% | +231.2% | -121.3% | -12.1% |
| All | -54.8% | +331.3% | -386.1% | -81.5% |
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