-35.1%
CLF vs COO
-24.0%
-11.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.4% | -10.8% | -11.8% |
| 7D | -21.0% | +5.3% | -26.2% | -22.4% |
| 30D | -8.0% | +12.5% | -20.5% | -11.9% |
| 3M | -10.9% | -15.1% | +4.2% | -6.1% |
| 6M | +5.8% | +3.7% | +2.1% | +1.6% |
| YTD | -15.1% | -22.5% | +7.4% | -6.4% |
| 1Y | +7.2% | -7.8% | +15.0% | +9.3% |
| All | -35.1% | -24.0% | -11.1% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling