-47.8%
CLF vs ALM
+951.0%
-998.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.9% |
| 7D | +7.6% | -2.6% | +10.2% | +7.8% |
| 30D | -1.2% | +32.0% | -33.2% | -4.0% |
| 3M | -13.4% | -15.0% | +1.7% | -12.8% |
| 6M | +15.4% | -10.1% | +25.5% | +14.9% |
| YTD | -5.9% | +99.4% | -105.3% | -11.8% |
| 1Y | +18.8% | +316.4% | -297.5% | +7.3% |
| 3Y | -19.4% | +2,022.0% | -2,041.4% | -34.9% |
| All | -47.8% | +951.0% | -998.8% | -55.8% |
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