-26.0%
CLF vs IP
+17.6%
-43.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.5% | -10.7% | -9.9% |
| 7D | -7.9% | +3.4% | -11.3% | -9.5% |
| 30D | +5.2% | +11.2% | -6.0% | -0.6% |
| 3M | +4.3% | -14.8% | +19.1% | +12.1% |
| 6M | +25.3% | +17.3% | +8.0% | +14.5% |
| YTD | -3.3% | -6.2% | +2.9% | -3.2% |
| 1Y | +20.2% | +2.3% | +17.9% | +14.7% |
| All | -26.0% | +17.6% | -43.6% | -26.9% |
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