-34.0%
CLF vs CRS
+321.3%
-355.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -19.6% | -1.7% | -17.9% | -18.8% |
| 30D | -5.0% | -28.8% | +23.8% | +8.0% |
| 3M | -6.3% | -50.0% | +43.7% | +22.7% |
| 6M | +2.8% | -39.2% | +42.0% | +23.9% |
| YTD | -13.7% | -11.4% | -2.3% | -11.8% |
| 1Y | +13.6% | -11.7% | +25.3% | +16.4% |
| 3Y | -34.0% | +319.6% | -353.6% | -61.3% |
| All | -34.0% | +321.3% | -355.3% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling