+118.4%
CLF vs HWM
+1,135.2%
-1,016.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.9% | -6.3% | -8.7% |
| 7D | -21.0% | -2.4% | -18.5% | -19.7% |
| 30D | -8.0% | -13.3% | +5.3% | -0.4% |
| 3M | -10.9% | -31.0% | +20.1% | +9.4% |
| 6M | +5.8% | -17.1% | +23.0% | +16.2% |
| YTD | -15.1% | -1.9% | -13.3% | -17.1% |
| 1Y | +7.2% | -2.4% | +9.7% | +5.0% |
| 3Y | -34.2% | +322.2% | -356.3% | -75.0% |
| 5Y | -49.6% | +509.8% | -559.4% | -84.6% |
| 10Y | +109.9% | +1,453.8% | -1,343.9% | -60.4% |
| All | +118.4% | +1,135.2% | -1,016.8% | -58.2% |
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 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