+18.8%
CLF vs COO
-8.8%
+27.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.5% | +4.5% | +6.8% |
| 7D | -14.1% | +4.3% | -18.4% | -14.3% |
| 30D | -5.5% | +17.6% | -23.1% | -7.5% |
| 3M | 0.0% | -13.9% | +13.9% | +3.3% |
| 6M | +11.3% | +6.6% | +4.7% | +6.5% |
| YTD | -7.7% | -22.0% | +14.3% | +8.6% |
| All | +18.8% | -8.8% | +27.6% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling