-41.5%
CLF vs HWM
+603.8%
-645.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +0.8% |
| 7D | +2.3% | +5.0% | -2.6% | -0.2% |
| 30D | +1.9% | +1.5% | +0.4% | +0.8% |
| 3M | +5.9% | -20.3% | +26.2% | +20.2% |
| 6M | +16.9% | -18.0% | +34.9% | +30.5% |
| YTD | -1.1% | +9.5% | -10.6% | -10.1% |
| 1Y | +28.8% | +7.5% | +21.4% | +18.3% |
| 3Y | -20.6% | +355.7% | -376.3% | -76.2% |
| 5Y | -41.5% | +610.2% | -651.7% | -88.0% |
| All | -41.5% | +603.8% | -645.3% | -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