+20.2%
CLF vs ALNY
-62.5%
+82.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.9% | -9.2% |
| 7D | -7.9% | -30.7% | +22.8% | -7.2% |
| 30D | +5.2% | -26.7% | +32.0% | +5.7% |
| 3M | +4.3% | -26.4% | +30.8% | +5.1% |
| 6M | +25.3% | -45.9% | +71.2% | +28.1% |
| YTD | -3.3% | -59.5% | +56.2% | -1.0% |
| 1Y | +20.2% | -62.0% | +82.2% | +27.3% |
| All | +20.2% | -62.5% | +82.8% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling