+5.8%
CLF vs ALL
+22.4%
-16.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.9% | -11.4% | -12.7% |
| 7D | -21.0% | +4.2% | -25.2% | -19.1% |
| 30D | -8.0% | +18.9% | -26.9% | -0.5% |
| 3M | -10.9% | +1.2% | -12.1% | -9.6% |
| 6M | +5.8% | +23.2% | -17.4% | +29.6% |
| All | +5.8% | +22.4% | -16.6% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling