+96.4%
CLF vs CSGP
+71.3%
+25.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.6% | -10.6% | -11.6% |
| 7D | -21.0% | +13.9% | -34.9% | -25.0% |
| 30D | -8.0% | +16.0% | -24.0% | -15.2% |
| 3M | -10.9% | +6.1% | -17.0% | -15.8% |
| 6M | +5.8% | -8.2% | +14.0% | +4.2% |
| YTD | -15.1% | -52.3% | +37.2% | +11.1% |
| 1Y | +7.2% | -54.5% | +61.7% | +43.4% |
| 3Y | -34.2% | -58.6% | +24.4% | -11.0% |
| 5Y | -49.6% | -61.5% | +11.9% | -31.3% |
| All | +96.4% | +71.3% | +25.1% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling