-41.0%
CLF vs COMP
-52.0%
+11.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.7% | -9.1% | -0.1% |
| 7D | -19.6% | +13.4% | -33.0% | -21.4% |
| 30D | -5.0% | +11.1% | -16.1% | -7.2% |
| 3M | -6.3% | -18.8% | +12.5% | -3.7% |
| 6M | +2.8% | +10.5% | -7.7% | -0.8% |
| YTD | -13.7% | -3.4% | -10.3% | -16.2% |
| 1Y | +13.6% | +19.7% | -6.1% | +6.1% |
| 3Y | -34.0% | +381.6% | -415.6% | -55.2% |
| 5Y | -48.7% | -17.6% | -31.2% | -55.3% |
| All | -41.0% | -52.0% | +11.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling