-47.8%
CLF vs IR
+45.6%
-93.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.8% |
| 7D | +7.6% | -2.8% | +10.4% | +9.8% |
| 30D | -1.2% | -15.1% | +13.9% | +11.6% |
| 3M | -13.4% | +6.1% | -19.4% | -18.1% |
| 6M | +15.4% | -16.8% | +32.2% | +30.7% |
| YTD | -5.9% | -3.5% | -2.3% | -5.5% |
| 1Y | +18.8% | -3.5% | +22.3% | +18.7% |
| 3Y | -19.4% | +9.5% | -28.9% | -28.9% |
| All | -47.8% | +45.6% | -93.4% | -65.4% |
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