+719.8%
CLF vs CRS
+6,329.0%
-5,609.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +6.7% |
| 7D | -9.1% | +0.2% | -9.3% | -9.0% |
| 30D | -0.9% | -22.9% | +22.0% | +15.7% |
| 3M | +3.0% | -46.8% | +49.8% | +54.0% |
| 6M | +16.7% | -30.4% | +47.1% | +43.8% |
| YTD | -3.2% | -5.4% | +2.2% | -6.7% |
| 1Y | +24.6% | -9.0% | +33.6% | +23.3% |
| 3Y | -22.3% | +352.2% | -374.4% | -78.2% |
| 5Y | -41.2% | +852.2% | -893.4% | -91.2% |
| 10Y | +83.5% | +862.6% | -779.1% | -75.4% |
| All | +719.8% | +6,329.0% | -5,609.2% | -23.1% |
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