+13.6%
CLF vs CSGP
-56.4%
+70.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.7% | +6.4% | +1.1% |
| 7D | -19.6% | +1.3% | -20.8% | -19.4% |
| 30D | -5.0% | +10.7% | -15.7% | -4.4% |
| 3M | -6.3% | +3.3% | -9.6% | -6.4% |
| 6M | +2.8% | -10.3% | +13.1% | +2.9% |
| YTD | -13.7% | -54.6% | +40.9% | -4.1% |
| 1Y | +13.6% | -54.6% | +68.2% | +25.9% |
| All | +13.6% | -56.4% | +70.0% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling