-30.7%
CLF vs ALLY
+124.8%
-155.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +7.6% | +3.7% | +3.9% | +5.0% |
| 30D | -1.2% | -2.3% | +1.1% | +0.4% |
| 3M | -13.4% | +3.8% | -17.2% | -16.1% |
| 6M | +15.4% | +9.7% | +5.7% | +7.3% |
| YTD | -5.9% | -1.4% | -4.5% | -6.3% |
| 1Y | +18.8% | +8.2% | +10.6% | +10.5% |
| 3Y | -19.4% | +66.5% | -85.9% | -46.7% |
| 5Y | -47.7% | +1.2% | -48.9% | -54.3% |
| 10Y | +130.4% | +191.4% | -61.1% | -12.9% |
| All | -30.7% | +124.8% | -155.6% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling