-41.5%
CLF vs GEN
+35.2%
-76.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.5% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | +1.9% | +31.2% | -29.3% | -7.9% |
| 3M | +5.9% | +6.1% | -0.2% | +2.3% |
| 6M | +16.9% | +38.1% | -21.2% | +0.6% |
| YTD | -1.1% | +14.4% | -15.5% | -8.6% |
| 1Y | +28.8% | +15.1% | +13.7% | +18.6% |
| 3Y | -20.6% | +68.5% | -89.1% | -38.7% |
| 5Y | -41.5% | +35.8% | -77.3% | -52.4% |
| All | -41.5% | +35.2% | -76.7% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling