-41.5%
CLF vs ALM
+456.2%
-497.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.2% |
| 7D | +2.3% | -7.2% | +9.5% | +3.1% |
| 30D | +1.9% | -26.4% | +28.3% | +4.7% |
| 3M | +5.9% | -38.6% | +44.5% | +10.0% |
| 6M | +16.9% | -61.0% | +77.9% | +25.6% |
| YTD | -1.1% | -7.4% | +6.3% | -1.0% |
| 1Y | +28.8% | +14.0% | +14.9% | +26.6% |
| 3Y | -20.6% | +844.4% | -865.0% | -31.2% |
| 5Y | -41.5% | +410.8% | -452.3% | -47.4% |
| All | -41.5% | +456.2% | -497.8% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling