-37.6%
CLF vs ALLY
+101.5%
-139.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.3% | -10.9% | -11.3% |
| 7D | -21.0% | -1.1% | -19.8% | -20.6% |
| 30D | -8.0% | +4.2% | -12.2% | -11.0% |
| 3M | -10.9% | -12.4% | +1.5% | -3.4% |
| 6M | +5.8% | -8.7% | +14.5% | +10.8% |
| YTD | -15.1% | -11.6% | -3.5% | -9.8% |
| 1Y | +7.2% | +0.2% | +7.1% | +4.8% |
| 3Y | -34.2% | +57.1% | -91.3% | -54.7% |
| 5Y | -49.6% | -6.8% | -42.8% | -53.5% |
| 10Y | +109.9% | +200.4% | -90.5% | -23.4% |
| All | -37.6% | +101.5% | -139.1% | -75.2% |
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