+99.7%
CLF vs CSGP
+63.3%
+36.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.7% | +6.4% | +3.4% |
| 7D | -19.6% | +1.3% | -20.8% | -20.2% |
| 30D | -5.0% | +10.7% | -15.7% | -11.0% |
| 3M | -6.3% | +3.3% | -9.6% | -10.8% |
| 6M | +2.8% | -10.3% | +13.1% | +1.8% |
| YTD | -13.7% | -54.6% | +40.9% | +15.0% |
| 1Y | +13.6% | -54.6% | +68.2% | +51.0% |
| 3Y | -34.0% | -60.3% | +26.4% | -9.4% |
| 5Y | -48.7% | -63.3% | +14.6% | -28.9% |
| All | +99.7% | +63.3% | +36.4% | +23.8% |
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