-29.3%
CLF vs ALM
+3,431.9%
-3,461.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -9.6% | -2.7% | -12.2% |
| 7D | -21.0% | -14.5% | -6.5% | -20.9% |
| 30D | -8.0% | -39.0% | +31.0% | -7.9% |
| 3M | -10.9% | -40.3% | +29.4% | -10.8% |
| 6M | +5.8% | -60.3% | +66.1% | +6.0% |
| YTD | -15.1% | -9.8% | -5.4% | -15.1% |
| 1Y | +7.2% | +30.8% | -23.5% | +7.3% |
| 3Y | -34.2% | +772.4% | -806.6% | -34.0% |
| 5Y | -49.6% | +390.7% | -440.3% | -49.5% |
| 10Y | +109.9% | +2,028.5% | -1,918.6% | +111.8% |
| All | -29.3% | +3,431.9% | -3,461.2% | -26.5% |
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