+696.9%
CLF vs GAP
+2,258.2%
-1,561.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +7.6% | -4.5% | +12.0% | +9.1% |
| 30D | -1.2% | +9.0% | -10.2% | -4.4% |
| 3M | -13.4% | +5.0% | -18.4% | -15.3% |
| 6M | +15.4% | -17.8% | +33.2% | +20.6% |
| YTD | -5.9% | -10.4% | +4.5% | -4.2% |
| 1Y | +18.8% | -3.4% | +22.2% | +17.5% |
| 3Y | -19.4% | +111.5% | -130.9% | -42.3% |
| 5Y | -47.7% | +8.8% | -56.5% | -57.1% |
| 10Y | +130.4% | +32.9% | +97.5% | +58.7% |
| All | +696.9% | +2,258.2% | -1,561.4% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 all: compounded portfolio wealth divided by compounded GAP 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…
all analysis · Full analysis span regression · 6 months rolling