+142.2%
CLF vs HWM
+1,494.1%
-1,351.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +7.6% | -2.1% | +9.7% | +8.5% |
| 30D | -1.2% | -11.0% | +9.8% | +5.4% |
| 3M | -13.4% | +4.0% | -17.4% | -15.6% |
| 6M | +15.4% | -0.2% | +15.6% | +14.2% |
| YTD | -5.9% | +26.7% | -32.5% | -20.2% |
| 1Y | +18.8% | +44.7% | -25.9% | -7.4% |
| 3Y | -19.4% | +426.1% | -445.5% | -72.9% |
| 5Y | -47.7% | +738.5% | -786.2% | -86.8% |
| All | +142.2% | +1,494.1% | -1,351.9% | -59.7% |
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