-34.0%
CLF vs A
+64.2%
-98.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | -19.6% | -0.1% | -19.5% | -19.5% |
| 30D | -5.0% | +3.4% | -8.3% | -6.6% |
| 3M | -6.3% | +23.8% | -30.1% | -16.5% |
| 6M | +2.8% | +49.0% | -46.2% | -17.5% |
| YTD | -13.7% | +29.4% | -43.1% | -25.4% |
| 1Y | +13.6% | +19.4% | -5.8% | +2.8% |
| 3Y | -34.0% | +66.2% | -100.2% | -48.5% |
| All | -34.0% | +64.2% | -98.2% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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