+83.5%
CLF vs COO
+38.3%
+45.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.2% |
| 7D | -9.1% | +4.5% | -13.6% | -11.6% |
| 30D | -0.9% | +16.9% | -17.8% | -10.2% |
| 3M | +3.0% | -16.7% | +19.7% | +12.0% |
| 6M | +16.7% | +5.9% | +10.7% | +7.9% |
| YTD | -3.2% | -22.4% | +19.3% | +8.9% |
| 1Y | +24.6% | -10.1% | +34.7% | +27.4% |
| 3Y | -22.3% | -22.8% | +0.5% | -17.3% |
| 5Y | -41.2% | -41.4% | +0.2% | -25.9% |
| 10Y | +83.5% | +41.3% | +42.3% | +81.0% |
| All | +83.5% | +38.3% | +45.2% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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