+9.1%
CLF vs INDA
+5.5%
+3.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +6.0% | +6.5% |
| 7D | -14.1% | +6.1% | -20.2% | -16.2% |
| 30D | -5.5% | +11.7% | -17.2% | -12.7% |
| 3M | 0.0% | +2.1% | -2.1% | +3.1% |
| All | +9.1% | +5.5% | +3.6% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 6mo: compounded portfolio wealth divided by compounded INDA 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…
6mo analysis · Full analysis span regression · 6 months rolling