+97.4%
CLF vs IR
+316.5%
-219.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.8% | -9.5% | -10.2% |
| 7D | -21.0% | +2.3% | -23.3% | -22.1% |
| 30D | -8.0% | +3.3% | -11.3% | -10.1% |
| 3M | -10.9% | -9.0% | -1.9% | -4.6% |
| 6M | +5.8% | +8.0% | -2.2% | -0.7% |
| YTD | -15.1% | +3.4% | -18.5% | -18.7% |
| 1Y | +7.2% | +4.5% | +2.7% | +1.9% |
| 3Y | -34.2% | +25.6% | -59.8% | -46.0% |
| 5Y | -49.6% | +43.8% | -93.4% | -62.8% |
| All | +97.4% | +316.5% | -219.1% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling