+2.3%
CLF vs GWRE
-44.7%
+47.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.9% |
| 7D | -3.5% | -13.2% | +9.7% | -2.5% |
| 30D | -1.6% | -18.6% | +17.0% | -0.9% |
| 3M | -12.0% | +18.9% | -30.9% | -16.0% |
| 6M | +30.0% | -11.0% | +40.9% | +30.4% |
| YTD | -9.2% | -29.9% | +20.7% | +6.5% |
| 1Y | +2.3% | -44.3% | +46.6% | +57.3% |
| All | +2.3% | -44.7% | +47.0% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling