-47.8%
CLF vs CHRW
+83.1%
-130.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +7.6% | -1.4% | +9.0% | +8.0% |
| 30D | -1.2% | -3.5% | +2.3% | -0.2% |
| 3M | -13.4% | -19.4% | +6.0% | -8.4% |
| 6M | +15.4% | -21.4% | +36.8% | +22.6% |
| YTD | -5.9% | -7.1% | +1.3% | -6.3% |
| 1Y | +18.8% | +17.8% | +1.0% | +5.4% |
| 3Y | -19.4% | +78.8% | -98.2% | -43.0% |
| All | -47.8% | +83.1% | -130.9% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling