-47.8%
CLF vs COMP
-31.2%
-16.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.7% |
| 7D | +7.6% | +1.4% | +6.2% | +7.3% |
| 30D | -1.2% | -13.3% | +12.1% | +1.0% |
| 3M | -13.4% | +41.1% | -54.5% | -19.2% |
| 6M | +15.4% | +17.2% | -1.8% | +10.2% |
| YTD | -5.9% | +5.2% | -11.1% | -9.3% |
| 1Y | +18.8% | +18.9% | -0.1% | +11.3% |
| 3Y | -19.4% | +215.9% | -235.3% | -40.1% |
| All | -47.8% | -31.2% | -16.6% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling