+696.9%
CLF vs COO
+5,988.7%
-5,291.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | +7.6% | -2.2% | +9.8% | +7.9% |
| 30D | -1.2% | -7.0% | +5.8% | -0.3% |
| 3M | -13.4% | +12.2% | -25.6% | -14.9% |
| 6M | +15.4% | -15.1% | +30.5% | +17.6% |
| YTD | -5.9% | -15.1% | +9.2% | -4.1% |
| 1Y | +18.8% | +2.3% | +16.5% | +18.2% |
| 3Y | -19.4% | -23.7% | +4.3% | -17.2% |
| 5Y | -47.7% | -38.9% | -8.8% | -44.7% |
| 10Y | +130.4% | +49.9% | +80.4% | +123.8% |
| All | +696.9% | +5,988.7% | -5,291.8% | +548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling