+122.1%
CLF vs HWM
+1,165.4%
-1,043.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.8% | +0.2% |
| 7D | -19.6% | +3.3% | -22.9% | -21.0% |
| 30D | -5.0% | -7.6% | +2.6% | -0.8% |
| 3M | -6.3% | -28.9% | +22.6% | +13.0% |
| 6M | +2.8% | -19.7% | +22.4% | +15.0% |
| YTD | -13.7% | +0.5% | -14.2% | -16.9% |
| 1Y | +13.6% | +0.3% | +13.3% | +9.4% |
| 3Y | -34.0% | +325.8% | -359.8% | -75.1% |
| 5Y | -48.7% | +524.7% | -573.5% | -84.6% |
| 10Y | +113.4% | +1,491.8% | -1,378.3% | -60.3% |
| All | +122.1% | +1,165.4% | -1,043.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling