+120.3%
CLF vs ALNY
+258.3%
-138.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.4% |
| 7D | -3.7% | -6.4% | +2.8% | -2.5% |
| 30D | -4.7% | +11.9% | -16.6% | -6.6% |
| 3M | -4.7% | -15.0% | +10.3% | -3.3% |
| 6M | +24.0% | -23.2% | +47.2% | +27.8% |
| YTD | -10.9% | -37.8% | +26.8% | -4.9% |
| 1Y | +4.0% | -47.3% | +51.3% | +14.8% |
| 3Y | -16.9% | +22.9% | -39.8% | -22.8% |
| 5Y | -49.3% | +30.6% | -79.9% | -55.2% |
| All | +120.3% | +258.3% | -138.0% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling