-47.8%
CLF vs IT
-40.5%
-7.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +3.1% |
| 7D | +7.6% | -6.0% | +13.6% | +9.3% |
| 30D | -1.2% | 0.0% | -1.2% | -1.7% |
| 3M | -13.4% | +13.1% | -26.4% | -17.9% |
| 6M | +15.4% | +11.7% | +3.7% | +8.2% |
| YTD | -5.9% | -26.1% | +20.2% | +2.1% |
| 1Y | +18.8% | -21.3% | +40.1% | +23.4% |
| 3Y | -19.4% | -46.7% | +27.3% | +0.3% |
| All | -47.8% | -40.5% | -7.3% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling