+20.2%
CLF vs ALLY
+4.2%
+16.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.8% | -13.0% | -10.8% |
| 7D | -7.9% | +2.4% | -10.3% | -9.0% |
| 30D | +5.2% | +5.6% | -0.3% | +2.2% |
| 3M | +4.3% | -11.7% | +16.0% | +11.3% |
| 6M | +25.3% | -7.0% | +32.3% | +28.2% |
| YTD | -3.3% | -10.4% | +7.1% | +2.7% |
| 1Y | +20.2% | +2.4% | +17.9% | +13.1% |
| All | +20.2% | +4.2% | +16.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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