-22.3%
CLF vs CHRW
+70.9%
-93.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -9.1% | -3.4% | -5.7% | -8.4% |
| 30D | -0.9% | -9.4% | +8.4% | +0.6% |
| 3M | +3.0% | -12.6% | +15.6% | +4.5% |
| 6M | +16.7% | -24.2% | +40.9% | +19.9% |
| YTD | -3.2% | -18.9% | +15.7% | -1.4% |
| 1Y | +24.6% | -13.7% | +38.3% | +25.2% |
| 3Y | -22.3% | +72.6% | -94.9% | -37.0% |
| All | -22.3% | +70.9% | -93.2% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling