+96.4%
CLF vs IP
+25.2%
+71.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.0% | -8.3% | -9.3% |
| 7D | -21.0% | -5.0% | -16.0% | -17.9% |
| 30D | -8.0% | +6.5% | -14.5% | -12.8% |
| 3M | -10.9% | -18.0% | +7.1% | +2.1% |
| 6M | +5.8% | +10.3% | -4.5% | -4.1% |
| YTD | -15.1% | -9.9% | -5.3% | -13.3% |
| 1Y | +7.2% | -1.1% | +8.3% | +1.1% |
| 3Y | -34.2% | +13.0% | -47.2% | -49.6% |
| 5Y | -49.6% | -12.3% | -37.3% | -52.1% |
| All | +96.4% | +25.2% | +71.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling