+25.3%
CLF vs COMP
+37.2%
-11.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +7.7% | -16.9% | -9.7% |
| 7D | -7.9% | +9.5% | -17.4% | -8.6% |
| 30D | +5.2% | +8.1% | -2.8% | +4.4% |
| 3M | +4.3% | -16.3% | +20.6% | +7.0% |
| 6M | +25.3% | +42.2% | -16.9% | +12.7% |
| All | +25.3% | +37.2% | -11.9% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling