-34.0%
CLF vs COO
-25.3%
-8.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.2% |
| 7D | -19.6% | +4.7% | -24.3% | -20.9% |
| 30D | -5.0% | +13.9% | -18.9% | -9.5% |
| 3M | -6.3% | -14.9% | +8.7% | -1.5% |
| 6M | +2.8% | +2.0% | +0.8% | -0.9% |
| YTD | -13.7% | -23.9% | +10.2% | -4.3% |
| 1Y | +13.6% | -9.6% | +23.2% | +16.5% |
| 3Y | -34.0% | -25.4% | -8.6% | -31.6% |
| All | -34.0% | -25.3% | -8.6% | -31.6% |
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