-34.0%
CLF vs GEN
+79.4%
-113.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.4% |
| 7D | -19.6% | +2.3% | -21.8% | -20.1% |
| 30D | -5.0% | +33.1% | -38.0% | -12.6% |
| 3M | -6.3% | +6.5% | -12.8% | -9.0% |
| 6M | +2.8% | +53.8% | -51.0% | -13.6% |
| YTD | -13.7% | +11.2% | -24.9% | -18.1% |
| 1Y | +13.6% | +19.4% | -5.8% | +4.4% |
| 3Y | -34.0% | +81.0% | -115.0% | -42.3% |
| All | -34.0% | +79.4% | -113.4% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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