+80.1%
CLF vs IT
+96.9%
-16.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.8% |
| 7D | -14.1% | -18.8% | +4.7% | -6.6% |
| 30D | -5.5% | -0.1% | -5.5% | -7.0% |
| 3M | 0.0% | +2.9% | -2.9% | -4.6% |
| 6M | +11.3% | +20.4% | -9.2% | -4.8% |
| YTD | -7.7% | -24.3% | +16.6% | -3.2% |
| 1Y | +17.5% | -17.2% | +34.7% | +16.6% |
| 3Y | -25.4% | -52.4% | +27.0% | -1.5% |
| 5Y | -46.0% | -43.7% | -2.3% | -38.4% |
| 10Y | +80.1% | +90.3% | -10.2% | -10.8% |
| All | +80.1% | +96.9% | -16.9% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling