-21.5%
CLF vs ALM
+7,705.7%
-7,727.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | +7.6% | -2.6% | +10.2% | +7.6% |
| 30D | -1.2% | +32.0% | -33.2% | -1.2% |
| 3M | -13.4% | -15.0% | +1.7% | -13.4% |
| 6M | +15.4% | -10.1% | +25.5% | +15.4% |
| YTD | -5.9% | +99.4% | -105.3% | -5.9% |
| 1Y | +18.8% | +316.4% | -297.5% | +18.8% |
| 3Y | -19.4% | +2,022.0% | -2,041.4% | -19.3% |
| 5Y | -47.7% | +941.2% | -988.9% | -47.7% |
| 10Y | +130.4% | +2,950.3% | -2,820.0% | +131.9% |
| All | -21.5% | +7,705.7% | -7,727.3% | -18.5% |
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