+74.6%
CLF vs CRS
+790.4%
-715.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -1.6% |
| 7D | +10.4% | +4.8% | +5.6% | +7.1% |
| 30D | +0.6% | -23.2% | +23.7% | +16.2% |
| 3M | +4.1% | -45.5% | +49.6% | +48.3% |
| 6M | +15.1% | -33.1% | +48.2% | +42.9% |
| YTD | -4.7% | -7.2% | +2.5% | -6.7% |
| 1Y | +20.4% | -10.0% | +30.4% | +20.1% |
| 3Y | -23.4% | +332.3% | -355.7% | -76.2% |
| 5Y | -43.3% | +801.9% | -845.1% | -90.5% |
| All | +74.6% | +790.4% | -715.8% | -75.4% |
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