-17.5%
CLF vs A
+26.9%
-44.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +7.6% | -1.9% | +9.5% | +8.6% |
| 30D | -1.2% | +6.9% | -8.1% | -4.7% |
| 3M | -13.4% | +9.2% | -22.6% | -17.5% |
| 6M | +15.4% | +25.7% | -10.3% | +1.5% |
| YTD | -5.9% | +11.5% | -17.4% | -12.0% |
| 1Y | +18.8% | +18.4% | +0.5% | +6.8% |
| All | -17.5% | +26.9% | -44.4% | -25.2% |
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