+127.6%
CLF vs CRS
+1,345.8%
-1,218.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | -0.5% | -2.1% | -2.4% |
| 30D | -3.2% | -18.1% | +14.9% | +9.5% |
| 3M | -5.0% | -12.4% | +7.5% | +2.3% |
| 6M | +26.6% | +15.9% | +10.7% | +12.4% |
| YTD | -9.0% | +45.8% | -54.8% | -31.6% |
| 1Y | +11.8% | +87.8% | -75.9% | -31.2% |
| 3Y | -15.1% | +648.7% | -663.8% | -81.8% |
| 5Y | -48.2% | +1,416.6% | -1,464.8% | -94.0% |
| 10Y | +127.6% | +1,412.7% | -1,285.1% | -79.4% |
| All | +127.6% | +1,345.8% | -1,218.2% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling