-41.8%
CLF vs ALLY
-10.0%
-31.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | +10.4% | +0.4% | +10.0% | +10.1% |
| 30D | +0.6% | +5.2% | -4.7% | -2.6% |
| 3M | +4.1% | -13.3% | +17.4% | +11.6% |
| 6M | +15.1% | -6.7% | +21.8% | +18.1% |
| YTD | -4.7% | -12.8% | +8.1% | +0.8% |
| 1Y | +20.4% | +0.7% | +19.7% | +17.9% |
| 3Y | -23.4% | +65.2% | -88.6% | -42.3% |
| All | -41.8% | -10.0% | -31.8% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling