+18.8%
CLF vs IR
-1.2%
+20.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.1% |
| 7D | +7.6% | -2.8% | +10.4% | +9.3% |
| 30D | -1.2% | -15.1% | +13.9% | +8.4% |
| 3M | -13.4% | +6.1% | -19.4% | -17.1% |
| 6M | +15.4% | -16.8% | +32.2% | +27.8% |
| YTD | -5.9% | -3.5% | -2.3% | -4.4% |
| 1Y | +18.8% | -3.5% | +22.3% | +20.5% |
| All | +18.8% | -1.2% | +20.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling