+100.7%
CLF vs IR
+322.3%
-221.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.7% |
| 7D | -19.6% | +3.7% | -23.3% | -21.5% |
| 30D | -5.0% | +7.4% | -12.4% | -9.7% |
| 3M | -6.3% | -5.9% | -0.4% | -2.1% |
| 6M | +2.8% | +5.6% | -2.8% | -2.0% |
| YTD | -13.7% | +4.8% | -18.5% | -18.1% |
| 1Y | +13.6% | +6.9% | +6.6% | +6.1% |
| 3Y | -34.0% | +27.6% | -61.5% | -46.5% |
| 5Y | -48.7% | +45.8% | -94.6% | -62.6% |
| All | +100.7% | +322.3% | -221.6% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling