+16.9%
CLF vs CHRW
-21.4%
+38.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +2.6% |
| 7D | +2.3% | -0.1% | +2.4% | +2.1% |
| 30D | +1.9% | -4.3% | +6.2% | +1.2% |
| 3M | +5.9% | -7.4% | +13.3% | +3.8% |
| 6M | +16.9% | -20.7% | +37.6% | +10.2% |
| All | +16.9% | -21.4% | +38.3% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling