-47.0%
CLF vs CRS
+1,394.1%
-1,441.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.1% |
| 7D | +6.5% | -3.1% | +9.6% | +7.9% |
| 30D | +0.2% | -19.6% | +19.9% | +10.6% |
| 3M | -3.1% | -8.1% | +5.0% | +0.1% |
| 6M | +25.0% | +18.6% | +6.5% | +14.1% |
| YTD | -7.5% | +45.9% | -53.3% | -24.1% |
| 1Y | +11.5% | +82.5% | -70.9% | -19.3% |
| 3Y | -13.7% | +648.9% | -662.6% | -70.5% |
| 5Y | -47.0% | +1,438.1% | -1,485.1% | -87.6% |
| All | -47.0% | +1,394.1% | -1,441.1% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling