+375.9%
CLF vs ALL
+3,771.7%
-3,395.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.9% | -11.4% | -11.8% |
| 7D | -21.0% | +4.2% | -25.2% | -22.8% |
| 30D | -8.0% | +18.9% | -26.9% | -16.9% |
| 3M | -10.9% | +1.2% | -12.1% | -12.7% |
| 6M | +5.8% | +23.2% | -17.4% | -8.4% |
| YTD | -15.1% | +30.0% | -45.1% | -29.3% |
| 1Y | +7.2% | +39.6% | -32.4% | -14.3% |
| 3Y | -34.2% | +115.2% | -149.4% | -60.9% |
| 5Y | -49.6% | +156.2% | -205.8% | -73.5% |
| 10Y | +109.9% | +398.0% | -288.1% | -21.7% |
| All | +375.9% | +3,771.7% | -3,395.8% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling