+25.3%
CLF vs CSGP
-8.9%
+34.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.0% | -13.2% | -7.9% |
| 7D | -7.9% | +18.3% | -26.2% | -2.9% |
| 30D | +5.2% | +17.8% | -12.5% | +10.8% |
| 3M | +4.3% | +9.3% | -5.0% | +7.6% |
| 6M | +25.3% | -7.9% | +33.2% | +14.5% |
| All | +25.3% | -8.9% | +34.2% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling