+13.4%
CLF vs CG
-24.6%
+38.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.6% |
| 7D | +7.6% | -4.3% | +11.9% | +10.0% |
| 30D | -1.2% | -5.1% | +3.9% | +1.3% |
| 3M | -13.4% | +8.7% | -22.0% | -17.3% |
| 6M | +15.4% | -9.2% | +24.7% | +20.0% |
| YTD | -5.9% | -18.9% | +13.0% | +2.2% |
| All | +13.4% | -24.6% | +38.0% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling