+116.3%
CLF vs IT
+89.8%
+26.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | +1.7% |
| 7D | +6.5% | -9.1% | +15.6% | +10.8% |
| 30D | +0.2% | -7.0% | +7.3% | +2.6% |
| 3M | -3.1% | +7.6% | -10.7% | -9.8% |
| 6M | +25.0% | +2.1% | +22.9% | +16.8% |
| YTD | -7.5% | -31.6% | +24.1% | +4.2% |
| 1Y | +11.5% | -29.9% | +41.4% | +21.4% |
| 3Y | -13.7% | -51.3% | +37.6% | +11.8% |
| 5Y | -47.0% | -44.8% | -2.2% | -39.0% |
| 10Y | +116.3% | +91.4% | +25.0% | +1.2% |
| All | +116.3% | +89.8% | +26.5% | +1.2% |
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