-22.3%
CLF vs HWM
+349.8%
-372.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.3% |
| 7D | -9.1% | -1.8% | -7.3% | -8.0% |
| 30D | -0.9% | -2.7% | +1.8% | +0.4% |
| 3M | +3.0% | -22.7% | +25.7% | +15.5% |
| 6M | +16.7% | -18.9% | +35.6% | +28.1% |
| YTD | -3.2% | +7.1% | -10.2% | -8.4% |
| 1Y | +24.6% | +4.7% | +19.9% | +19.1% |
| 3Y | -22.3% | +345.6% | -367.9% | -58.1% |
| All | -22.3% | +349.8% | -372.1% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling