-41.2%
CLF vs ARWR
-39.6%
-1.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | -9.1% | -17.7% | +8.6% | -5.5% |
| 30D | -0.9% | -21.9% | +21.0% | +4.1% |
| 3M | +3.0% | -44.5% | +47.5% | +16.5% |
| 6M | +16.7% | -32.6% | +49.3% | +24.8% |
| YTD | -3.2% | -26.2% | +23.0% | +0.7% |
| 1Y | +24.6% | +23.0% | +1.7% | +13.5% |
| 3Y | -22.3% | +81.8% | -104.0% | -42.1% |
| 5Y | -41.2% | -36.0% | -5.2% | -51.1% |
| All | -41.2% | -39.6% | -1.6% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling