-28.1%
CLF vs ALM
+3,507.4%
-3,535.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.5% | +1.7% |
| 7D | -19.6% | -6.7% | -12.9% | -19.6% |
| 30D | -5.0% | -32.9% | +27.9% | -4.9% |
| 3M | -6.3% | -39.5% | +33.2% | -6.2% |
| 6M | +2.8% | -62.0% | +64.8% | +2.9% |
| YTD | -13.7% | -7.8% | -5.9% | -13.6% |
| 1Y | +13.6% | +26.7% | -13.1% | +13.7% |
| 3Y | -34.0% | +825.4% | -859.3% | -33.8% |
| 5Y | -48.7% | +401.2% | -450.0% | -48.6% |
| 10Y | +113.4% | +2,074.0% | -1,960.6% | +115.3% |
| All | -28.1% | +3,507.4% | -3,535.5% | -25.2% |
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