+20.2%
CLF vs IT
-17.9%
+38.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.5% | -10.6% | -9.2% |
| 7D | -7.9% | -5.5% | -2.4% | -7.9% |
| 30D | +5.2% | +10.3% | -5.1% | +5.1% |
| 3M | +4.3% | +11.5% | -7.2% | +4.1% |
| 6M | +25.3% | +40.3% | -15.0% | +24.3% |
| YTD | -3.3% | -17.9% | +14.6% | -7.8% |
| 1Y | +20.2% | -8.8% | +29.0% | +12.7% |
| All | +20.2% | -17.9% | +38.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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