-48.2%
CLF vs ALNY
+38.0%
-86.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.7% | -3.5% | +0.9% | -2.0% |
| 30D | -3.2% | +18.9% | -22.1% | -6.1% |
| 3M | -5.0% | -13.3% | +8.4% | -3.9% |
| 6M | +26.6% | -20.3% | +46.9% | +29.8% |
| YTD | -9.0% | -35.1% | +26.2% | -3.1% |
| 1Y | +11.8% | -46.5% | +58.3% | +23.8% |
| 3Y | -15.1% | +28.1% | -43.2% | -20.6% |
| 5Y | -48.2% | +36.1% | -84.3% | -55.5% |
| All | -48.2% | +38.0% | -86.2% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling