+18.8%
CLF vs IR
+11.6%
+7.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.7% | +2.3% | +4.0% |
| 7D | -14.1% | +5.0% | -19.1% | -16.4% |
| 30D | -5.5% | +10.3% | -15.9% | -10.8% |
| 3M | 0.0% | -0.1% | +0.1% | -0.2% |
| 6M | +11.3% | +14.8% | -3.5% | +1.6% |
| YTD | -7.7% | +9.7% | -17.4% | -12.4% |
| All | +18.8% | +11.6% | +7.2% | +12.9% |
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