-25.4%
CLF vs ALL
+108.4%
-133.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +7.0% |
| 7D | -14.1% | -3.9% | -10.2% | -14.3% |
| 30D | -5.5% | +10.6% | -16.2% | -5.3% |
| 3M | 0.0% | -4.6% | +4.6% | 0.0% |
| 6M | +11.3% | +20.2% | -8.9% | +11.0% |
| YTD | -7.7% | +23.7% | -31.4% | -8.1% |
| 1Y | +17.5% | +27.9% | -10.3% | +16.6% |
| 3Y | -25.4% | +109.2% | -134.6% | -18.0% |
| All | -25.4% | +108.4% | -133.8% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling