+74.6%
CLF vs ALM
+2,100.8%
-2,026.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.9% | -3.6% |
| 7D | +10.4% | +1.2% | +9.2% | +10.2% |
| 30D | +0.6% | -19.3% | +19.9% | +1.6% |
| 3M | +4.1% | -40.6% | +44.8% | +6.7% |
| 6M | +15.1% | -57.9% | +73.0% | +19.7% |
| YTD | -4.7% | -6.7% | +2.0% | -4.7% |
| 1Y | +20.4% | +20.2% | +0.2% | +19.0% |
| 3Y | -23.4% | +879.4% | -902.8% | -29.4% |
| 5Y | -43.3% | +415.3% | -458.6% | -47.3% |
| All | +74.6% | +2,100.8% | -2,026.2% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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