+83.5%
CLF vs ALM
+2,040.7%
-1,957.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.2% | +12.1% | +5.3% |
| 7D | -9.1% | -6.3% | -2.7% | -8.7% |
| 30D | -0.9% | -31.4% | +30.5% | +1.0% |
| 3M | +3.0% | -40.6% | +43.5% | +5.5% |
| 6M | +16.7% | -58.6% | +75.3% | +21.4% |
| YTD | -3.2% | -7.6% | +4.4% | -3.0% |
| 1Y | +24.6% | +13.8% | +10.8% | +23.6% |
| 3Y | -22.3% | +842.1% | -864.4% | -28.3% |
| 5Y | -41.2% | +407.4% | -448.6% | -45.4% |
| 10Y | +83.5% | +2,079.4% | -1,995.9% | +89.4% |
| All | +83.5% | +2,040.7% | -1,957.2% | +89.4% |
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