+630.6%
CLF vs COO
+5,356.1%
-4,725.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.9% |
| 7D | -19.6% | +4.7% | -24.3% | -20.1% |
| 30D | -5.0% | +13.9% | -18.9% | -6.7% |
| 3M | -6.3% | -14.9% | +8.7% | -4.8% |
| 6M | +2.8% | +2.0% | +0.8% | +1.8% |
| YTD | -13.7% | -23.9% | +10.2% | -11.2% |
| 1Y | +13.6% | -9.6% | +23.2% | +14.3% |
| 3Y | -34.0% | -25.4% | -8.6% | -32.2% |
| 5Y | -48.7% | -41.2% | -7.6% | -45.7% |
| 10Y | +113.4% | +42.1% | +71.4% | +108.3% |
| All | +630.6% | +5,356.1% | -4,725.6% | +500.7% |
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