+87.5%
CLF vs ALLY
+182.4%
-94.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.1% |
| 7D | +2.3% | -2.8% | +5.1% | +4.3% |
| 30D | +1.9% | +1.9% | +0.1% | 0.0% |
| 3M | +5.9% | -12.1% | +18.0% | +14.4% |
| 6M | +16.9% | -9.0% | +25.9% | +22.6% |
| YTD | -1.1% | -12.9% | +11.9% | +6.1% |
| 1Y | +28.8% | -0.1% | +28.9% | +26.0% |
| 3Y | -20.6% | +64.6% | -85.2% | -46.9% |
| 5Y | -41.5% | -10.1% | -31.4% | -44.2% |
| 10Y | +87.5% | +176.7% | -89.2% | -28.9% |
| All | +87.5% | +182.4% | -94.9% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling