+696.9%
CLF vs CRS
+10,171.0%
-9,474.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.7% |
| 7D | +7.6% | -0.2% | +7.8% | +7.6% |
| 30D | -1.2% | -16.6% | +15.4% | +11.5% |
| 3M | -13.4% | -3.5% | -9.9% | -12.5% |
| 6M | +15.4% | +15.4% | 0.0% | +1.7% |
| YTD | -5.9% | +51.2% | -57.1% | -32.4% |
| 1Y | +18.8% | +98.3% | -79.5% | -31.9% |
| 3Y | -19.4% | +651.5% | -671.0% | -83.7% |
| 5Y | -47.7% | +1,411.1% | -1,458.8% | -94.2% |
| 10Y | +130.4% | +1,424.3% | -1,294.0% | -76.6% |
| All | +696.9% | +10,171.0% | -9,474.1% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling