+630.6%
CLF vs GAP
+2,175.1%
-1,544.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +3.0% |
| 7D | -19.6% | -3.8% | -15.8% | -18.8% |
| 30D | -5.0% | -9.0% | +4.0% | -2.6% |
| 3M | -6.3% | +5.5% | -11.8% | -9.1% |
| 6M | +2.8% | -11.1% | +13.9% | +4.2% |
| YTD | -13.7% | -13.6% | -0.2% | -11.9% |
| 1Y | +13.6% | -2.9% | +16.4% | +11.6% |
| 3Y | -34.0% | +69.6% | -103.6% | -49.5% |
| 5Y | -48.7% | +5.4% | -54.1% | -57.6% |
| 10Y | +113.4% | +17.8% | +95.6% | +51.4% |
| All | +630.6% | +2,175.1% | -1,544.5% | +175.2% |
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