-41.2%
CLF vs IR
+46.1%
-87.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.8% |
| 7D | -9.1% | +1.5% | -10.6% | -9.8% |
| 30D | -0.9% | +9.0% | -10.0% | -7.1% |
| 3M | +3.0% | -0.9% | +3.8% | +3.7% |
| 6M | +16.7% | +13.4% | +3.3% | +5.1% |
| YTD | -3.2% | +8.5% | -11.6% | -10.9% |
| 1Y | +24.6% | +11.3% | +13.4% | +12.2% |
| 3Y | -22.3% | +26.0% | -48.3% | -38.5% |
| 5Y | -41.2% | +47.9% | -89.1% | -62.1% |
| All | -41.2% | +46.1% | -87.3% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling