-17.5%
CLF vs CSGP
-61.9%
+44.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.3% |
| 7D | +7.6% | -4.1% | +11.6% | +8.4% |
| 30D | -1.2% | +2.3% | -3.5% | -2.1% |
| 3M | -13.4% | -8.2% | -5.2% | -12.2% |
| 6M | +15.4% | -35.1% | +50.5% | +30.1% |
| YTD | -5.9% | -54.0% | +48.2% | +19.0% |
| 1Y | +18.8% | -65.3% | +84.1% | +68.7% |
| All | -17.5% | -61.9% | +44.4% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling