+161.7%
CLF vs ALNY
+4,163.9%
-4,002.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | +6.5% | +5.7% | +0.8% | +5.1% |
| 30D | +0.2% | +18.7% | -18.4% | -3.9% |
| 3M | -3.1% | -11.0% | +7.9% | -2.4% |
| 6M | +25.0% | -18.9% | +43.9% | +28.3% |
| YTD | -7.5% | -34.6% | +27.1% | -0.2% |
| 1Y | +11.5% | -42.8% | +54.4% | +24.5% |
| 3Y | -13.7% | +29.1% | -42.8% | -24.2% |
| 5Y | -47.0% | +39.6% | -86.6% | -57.1% |
| 10Y | +116.3% | +253.8% | -137.5% | +11.6% |
| All | +161.7% | +4,163.9% | -4,002.2% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling