+13.6%
CLF vs IR
+5.9%
+7.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.8% |
| 7D | -19.6% | +3.7% | -23.3% | -21.1% |
| 30D | -5.0% | +7.4% | -12.4% | -8.7% |
| 3M | -6.3% | -5.9% | -0.4% | -3.1% |
| 6M | +2.8% | +5.6% | -2.8% | -1.2% |
| YTD | -13.7% | +4.8% | -18.5% | -15.7% |
| 1Y | +13.6% | +6.9% | +6.6% | +11.3% |
| All | +13.6% | +5.9% | +7.7% | +11.3% |
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