-17.5%
CLF vs GEN
+58.9%
-76.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.5% |
| 7D | +7.6% | -1.2% | +8.8% | +7.9% |
| 30D | -1.2% | +10.1% | -11.3% | -4.4% |
| 3M | -13.4% | +16.1% | -29.5% | -17.8% |
| 6M | +15.4% | +38.9% | -23.4% | +1.4% |
| YTD | -5.9% | +14.4% | -20.3% | -10.9% |
| 1Y | +18.8% | +5.9% | +13.0% | +16.0% |
| All | -17.5% | +58.9% | -76.5% | -23.2% |
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