-41.4%
CLF vs A
+12.3%
-53.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.7% |
| 7D | +16.0% | +0.7% | +15.3% | +15.5% |
| 30D | +1.6% | +0.8% | +0.8% | +1.0% |
| 3M | +6.7% | +16.9% | -10.2% | -3.2% |
| 6M | +21.1% | +53.8% | -32.6% | -7.4% |
| YTD | -1.6% | +28.1% | -29.7% | -16.5% |
| 1Y | +18.5% | +15.0% | +3.5% | +7.5% |
| 3Y | -21.0% | +63.1% | -84.1% | -45.4% |
| 5Y | -41.4% | +11.5% | -52.8% | -53.0% |
| All | -41.4% | +12.3% | -53.6% | -53.0% |
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