-41.8%
CLF vs HWM
+591.3%
-633.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.6% |
| 7D | +10.4% | +7.3% | +3.1% | +5.9% |
| 30D | +0.6% | +1.6% | -1.0% | -0.5% |
| 3M | +4.1% | -21.9% | +26.0% | +19.7% |
| 6M | +15.1% | -19.0% | +34.2% | +29.5% |
| YTD | -4.7% | +7.9% | -12.7% | -12.8% |
| 1Y | +20.4% | +9.9% | +10.4% | +8.8% |
| 3Y | -23.4% | +342.1% | -365.5% | -76.8% |
| All | -41.8% | +591.3% | -633.0% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling