+83.5%
CLF vs IT
+88.3%
-4.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.4% |
| 7D | -9.1% | -7.5% | -1.6% | -6.0% |
| 30D | -0.9% | -1.2% | +0.2% | -2.0% |
| 3M | +3.0% | -2.2% | +5.2% | +0.5% |
| 6M | +16.7% | +19.1% | -2.4% | +0.3% |
| YTD | -3.2% | -25.1% | +22.0% | +2.0% |
| 1Y | +24.6% | -17.4% | +42.0% | +23.6% |
| 3Y | -22.3% | -54.1% | +31.8% | +4.8% |
| 5Y | -41.2% | -42.7% | +1.5% | -34.0% |
| 10Y | +83.5% | +88.1% | -4.6% | -10.0% |
| All | +83.5% | +88.3% | -4.7% | -10.0% |
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