+20.2%
CLF vs ALL
+42.7%
-22.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.9% | -12.1% | -8.3% |
| 7D | -7.9% | +7.5% | -15.4% | -5.9% |
| 30D | +5.2% | +19.7% | -14.5% | +9.8% |
| 3M | +4.3% | +2.9% | +1.4% | +6.0% |
| 6M | +25.3% | +23.5% | +1.7% | +32.7% |
| YTD | -3.3% | +31.1% | -34.5% | +2.1% |
| 1Y | +20.2% | +40.5% | -20.2% | +29.9% |
| All | +20.2% | +42.7% | -22.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling