-14.4%
CLF vs ALNY
+23.4%
-37.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.9% |
| 7D | -3.5% | -6.5% | +3.0% | -2.3% |
| 30D | -1.6% | +11.0% | -12.6% | -3.4% |
| 3M | -12.0% | -14.1% | +2.0% | -10.8% |
| 6M | +30.0% | -22.4% | +52.3% | +34.4% |
| YTD | -9.2% | -37.5% | +28.3% | -1.9% |
| 1Y | +2.3% | -46.9% | +49.2% | +15.2% |
| 3Y | -14.4% | +22.1% | -36.5% | -17.4% |
| All | -14.4% | +23.4% | -37.8% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling