+74.6%
CLF vs HWM
+1,487.1%
-1,412.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.6% |
| 7D | +10.4% | +7.3% | +3.1% | +6.0% |
| 30D | +0.6% | +1.6% | -1.0% | -0.7% |
| 3M | +4.1% | -21.9% | +26.0% | +19.0% |
| 6M | +15.1% | -19.0% | +34.2% | +28.9% |
| YTD | -4.7% | +7.9% | -12.7% | -12.0% |
| 1Y | +20.4% | +9.9% | +10.4% | +10.0% |
| 3Y | -23.4% | +342.1% | -365.5% | -71.7% |
| 5Y | -43.3% | +600.8% | -644.1% | -84.1% |
| All | +74.6% | +1,487.1% | -1,412.4% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling