+99.7%
CLF vs ALLY
+189.4%
-89.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.8% |
| 7D | -19.6% | +0.9% | -20.5% | -20.3% |
| 30D | -5.0% | +3.1% | -8.1% | -7.5% |
| 3M | -6.3% | -12.6% | +6.3% | +1.6% |
| 6M | +2.8% | -12.4% | +15.2% | +10.6% |
| YTD | -13.7% | -13.2% | -0.6% | -7.3% |
| 1Y | +13.6% | +1.8% | +11.8% | +9.7% |
| 3Y | -34.0% | +58.0% | -92.0% | -54.6% |
| 5Y | -48.7% | -8.4% | -40.3% | -51.8% |
| All | +99.7% | +189.4% | -89.6% | -29.5% |
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