-17.5%
CLF vs ALM
+3,525.2%
-3,542.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.2% |
| 7D | +2.3% | -7.2% | +9.5% | +2.4% |
| 30D | +1.9% | -26.4% | +28.3% | +2.0% |
| 3M | +5.9% | -38.6% | +44.5% | +6.0% |
| 6M | +16.9% | -61.0% | +77.9% | +17.0% |
| YTD | -1.1% | -7.4% | +6.3% | -1.0% |
| 1Y | +28.8% | +14.0% | +14.9% | +28.9% |
| 3Y | -20.6% | +844.4% | -865.0% | -20.4% |
| 5Y | -41.5% | +410.8% | -452.3% | -41.4% |
| 10Y | +87.5% | +2,084.7% | -1,997.2% | +89.2% |
| All | -17.5% | +3,525.2% | -3,542.7% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling