-41.2%
CLF vs ALL
+157.6%
-198.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.2% |
| 7D | -9.1% | -0.1% | -8.9% | -9.1% |
| 30D | -0.9% | +13.8% | -14.7% | -4.4% |
| 3M | +3.0% | -2.8% | +5.7% | +3.4% |
| 6M | +16.7% | +23.7% | -7.0% | +8.3% |
| YTD | -3.2% | +27.3% | -30.4% | -11.4% |
| 1Y | +24.6% | +30.5% | -5.9% | +12.9% |
| 3Y | -22.3% | +113.0% | -135.3% | -45.9% |
| 5Y | -41.2% | +157.6% | -198.8% | -64.4% |
| All | -41.2% | +157.6% | -198.8% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling