-47.8%
CLF vs COO
-38.8%
-9.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.6% |
| 7D | +7.6% | -2.2% | +9.8% | +8.9% |
| 30D | -1.2% | -7.0% | +5.8% | +2.5% |
| 3M | -13.4% | +12.2% | -25.6% | -20.2% |
| 6M | +15.4% | -15.1% | +30.5% | +25.6% |
| YTD | -5.9% | -15.1% | +9.2% | +2.5% |
| 1Y | +18.8% | +2.3% | +16.5% | +15.3% |
| 3Y | -19.4% | -23.7% | +4.3% | -11.4% |
| All | -47.8% | -38.8% | -9.0% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling