-26.0%
CLF vs CSGP
-57.8%
+31.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.0% | -13.2% | -9.7% |
| 7D | -7.9% | +18.3% | -26.2% | -9.9% |
| 30D | +5.2% | +17.8% | -12.5% | +1.5% |
| 3M | +4.3% | +9.3% | -5.0% | +1.3% |
| 6M | +25.3% | -7.9% | +33.2% | +26.0% |
| YTD | -3.3% | -51.5% | +48.2% | +19.8% |
| 1Y | +20.2% | -53.3% | +73.5% | +51.0% |
| All | -26.0% | -57.8% | +31.8% | -10.2% |
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