-17.5%
CLF vs IP
+21.5%
-39.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.7% |
| 7D | +7.6% | -5.3% | +12.8% | +10.4% |
| 30D | -1.2% | -10.9% | +9.7% | +4.4% |
| 3M | -13.4% | +11.2% | -24.5% | -18.6% |
| 6M | +15.4% | -10.2% | +25.6% | +19.9% |
| YTD | -5.9% | -2.0% | -3.9% | -7.4% |
| 1Y | +18.8% | -19.1% | +37.9% | +28.9% |
| All | -17.5% | +21.5% | -39.1% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling