+219.5%
CLF vs CHRW
+4,173.0%
-3,953.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.3% |
| 7D | +7.6% | -1.4% | +9.0% | +8.2% |
| 30D | -1.2% | -3.5% | +2.3% | +0.2% |
| 3M | -13.4% | -19.4% | +6.0% | -6.1% |
| 6M | +15.4% | -21.4% | +36.8% | +25.7% |
| YTD | -5.9% | -7.1% | +1.3% | -6.2% |
| 1Y | +18.8% | +17.8% | +1.0% | +1.7% |
| 3Y | -19.4% | +78.8% | -98.2% | -46.7% |
| 5Y | -47.7% | +83.5% | -131.2% | -66.4% |
| 10Y | +130.4% | +160.2% | -29.9% | +20.7% |
| All | +219.5% | +4,173.0% | -3,953.5% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling