-34.0%
CLF vs ARWR
+105.6%
-139.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -19.6% | -2.9% | -16.7% | -19.0% |
| 30D | -5.0% | -5.4% | +0.4% | -3.8% |
| 3M | -6.3% | -32.2% | +25.9% | +1.5% |
| 6M | +2.8% | -26.5% | +29.3% | +8.1% |
| YTD | -13.7% | -12.4% | -1.3% | -13.3% |
| 1Y | +13.6% | +46.9% | -33.3% | +0.5% |
| 3Y | -34.0% | +116.0% | -150.0% | -52.0% |
| All | -34.0% | +105.6% | -139.6% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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