-13.7%
CLF vs IT
-51.4%
+37.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | -0.3% |
| 7D | +6.5% | -9.1% | +15.6% | +8.2% |
| 30D | +0.2% | -7.0% | +7.3% | +1.2% |
| 3M | -3.1% | +7.6% | -10.7% | -5.5% |
| 6M | +25.0% | +2.1% | +22.9% | +22.3% |
| YTD | -7.5% | -31.6% | +24.1% | +0.5% |
| 1Y | +11.5% | -29.9% | +41.4% | +18.9% |
| 3Y | -13.7% | -51.3% | +37.6% | +27.0% |
| All | -13.7% | -51.4% | +37.7% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling