+737.7%
CLF vs CRS
+6,491.0%
-5,753.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +0.5% |
| 7D | +2.3% | +4.4% | -2.0% | -0.5% |
| 30D | +1.9% | -19.1% | +21.1% | +15.3% |
| 3M | +5.9% | -43.2% | +49.1% | +51.6% |
| 6M | +16.9% | -28.9% | +45.8% | +41.9% |
| YTD | -1.1% | -3.0% | +1.9% | -6.3% |
| 1Y | +28.8% | -5.3% | +34.1% | +24.1% |
| 3Y | -20.6% | +363.5% | -384.1% | -78.1% |
| 5Y | -41.5% | +858.2% | -899.7% | -91.3% |
| 10Y | +87.5% | +862.9% | -775.4% | -74.9% |
| All | +737.7% | +6,491.0% | -5,753.3% | -22.7% |
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