+87.5%
CLF vs CHRW
+131.8%
-44.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +0.6% |
| 7D | +2.3% | -0.1% | +2.4% | +2.6% |
| 30D | +1.9% | -4.3% | +6.2% | +3.3% |
| 3M | +5.9% | -7.4% | +13.3% | +7.2% |
| 6M | +16.9% | -20.7% | +37.6% | +23.3% |
| YTD | -1.1% | -15.9% | +14.8% | +0.7% |
| 1Y | +28.8% | -9.9% | +38.7% | +27.0% |
| 3Y | -20.6% | +79.0% | -99.6% | -49.9% |
| 5Y | -41.5% | +61.3% | -102.8% | -61.6% |
| 10Y | +87.5% | +128.5% | -41.0% | +0.3% |
| All | +87.5% | +131.8% | -44.3% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling