-34.0%
CLF vs HWM
+330.6%
-364.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.8% | +0.6% |
| 7D | -19.6% | +3.3% | -22.9% | -20.5% |
| 30D | -5.0% | -7.6% | +2.6% | -1.4% |
| 3M | -6.3% | -28.9% | +22.6% | +9.2% |
| 6M | +2.8% | -19.7% | +22.4% | +13.0% |
| YTD | -13.7% | +0.5% | -14.2% | -16.0% |
| 1Y | +13.6% | +0.3% | +13.3% | +10.6% |
| 3Y | -34.0% | +325.8% | -359.8% | -64.2% |
| All | -34.0% | +330.6% | -364.6% | -64.2% |
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