+20.2%
CLF vs CHRW
-10.6%
+30.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.2% |
| 7D | -7.9% | +4.9% | -12.8% | -8.6% |
| 30D | +5.2% | -4.8% | +10.1% | +5.8% |
| 3M | +4.3% | -13.1% | +17.4% | +5.9% |
| 6M | +25.3% | -16.3% | +41.6% | +19.7% |
| YTD | -3.3% | -15.8% | +12.5% | -12.7% |
| 1Y | +20.2% | -11.1% | +31.4% | +1.1% |
| All | +20.2% | -10.6% | +30.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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