+192.9%
CLF vs CHRW
+3,527.3%
-3,334.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.8% |
| 7D | -19.6% | +0.6% | -20.2% | -19.8% |
| 30D | -5.0% | -7.3% | +2.3% | -2.1% |
| 3M | -6.3% | -14.2% | +7.9% | -1.3% |
| 6M | +2.8% | -25.1% | +27.9% | +12.6% |
| YTD | -13.7% | -21.2% | +7.5% | -8.6% |
| 1Y | +13.6% | -14.2% | +27.7% | +15.3% |
| 3Y | -34.0% | +63.5% | -97.5% | -55.4% |
| 5Y | -48.7% | +49.6% | -98.3% | -64.2% |
| 10Y | +113.4% | +129.4% | -15.9% | +16.6% |
| All | +192.9% | +3,527.3% | -3,334.3% | -10.7% |
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