+683.5%
CLF vs CRH
+6,189.1%
-5,505.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | +0.1% |
| 7D | +6.5% | -0.6% | +7.1% | +6.8% |
| 30D | +0.2% | -9.5% | +9.7% | +4.9% |
| 3M | -3.1% | -10.4% | +7.3% | +1.7% |
| 6M | +25.0% | -14.2% | +39.2% | +33.9% |
| YTD | -7.5% | -26.6% | +19.1% | +6.5% |
| 1Y | +11.5% | -18.2% | +29.8% | +22.0% |
| 3Y | -13.7% | +74.9% | -88.6% | -33.6% |
| 5Y | -47.0% | +101.7% | -148.7% | -61.7% |
| 10Y | +116.3% | +249.4% | -133.1% | +30.0% |
| All | +683.5% | +6,189.1% | -5,505.6% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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