+718.5%
CLF vs IP
+345.0%
+373.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.5% | -10.7% | -10.1% |
| 7D | -7.9% | +3.4% | -11.3% | -9.9% |
| 30D | +5.2% | +11.2% | -6.0% | -2.2% |
| 3M | +4.3% | -14.8% | +19.1% | +13.7% |
| 6M | +25.3% | +17.3% | +8.0% | +11.6% |
| YTD | -3.3% | -6.2% | +2.9% | -3.6% |
| 1Y | +20.2% | +2.3% | +17.9% | +13.3% |
| 3Y | -25.0% | +17.7% | -42.7% | -37.9% |
| 5Y | -42.1% | -8.4% | -33.7% | -43.9% |
| 10Y | +139.1% | +32.1% | +107.1% | +93.3% |
| All | +718.5% | +345.0% | +373.6% | +266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling