+389.6%
CLF vs A
+557.8%
-168.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.4% |
| 7D | -9.1% | +1.4% | -10.4% | -9.5% |
| 30D | -0.9% | +4.3% | -5.2% | -2.8% |
| 3M | +3.0% | +19.8% | -16.8% | -5.3% |
| 6M | +16.7% | +54.4% | -37.7% | -4.6% |
| YTD | -3.2% | +31.7% | -34.9% | -15.4% |
| 1Y | +24.6% | +22.4% | +2.2% | +12.4% |
| 3Y | -22.3% | +67.7% | -90.0% | -39.6% |
| 5Y | -41.2% | +15.7% | -56.9% | -46.7% |
| 10Y | +83.5% | +308.7% | -225.2% | +2.0% |
| All | +389.6% | +557.8% | -168.2% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling