-51.4%
CLF vs A
+15.4%
-66.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.7% |
| 7D | -19.6% | -0.1% | -19.5% | -19.5% |
| 30D | -5.0% | +3.4% | -8.3% | -6.9% |
| 3M | -6.3% | +23.8% | -30.1% | -17.9% |
| 6M | +2.8% | +49.0% | -46.2% | -20.1% |
| YTD | -13.7% | +29.4% | -43.1% | -27.2% |
| 1Y | +13.6% | +19.4% | -5.8% | +0.7% |
| 3Y | -34.0% | +66.2% | -100.2% | -54.9% |
| All | -51.4% | +15.4% | -66.8% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling