-20.8%
CLF vs A
+63.6%
-84.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +16.0% | +0.7% | +15.3% | +15.6% |
| 30D | +1.6% | +0.8% | +0.8% | +1.1% |
| 3M | +6.7% | +16.9% | -10.2% | -2.0% |
| 6M | +21.1% | +53.8% | -32.6% | -4.4% |
| YTD | -1.6% | +28.1% | -29.7% | -14.6% |
| 1Y | +18.5% | +15.0% | +3.5% | +9.4% |
| All | -20.8% | +63.6% | -84.4% | -37.4% |
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