-14.2%
CLF vs GWRE
+51.5%
-65.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | -0.6% |
| 7D | -2.7% | -26.2% | +23.6% | +2.8% |
| 30D | -3.2% | -17.8% | +14.5% | -0.7% |
| 3M | -5.0% | +14.2% | -19.2% | -11.3% |
| 6M | +26.6% | -12.9% | +39.5% | +26.2% |
| YTD | -9.0% | -29.2% | +20.3% | -2.8% |
| 1Y | +11.8% | -44.4% | +56.3% | +31.7% |
| All | -14.2% | +51.5% | -65.7% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling