+431.6%
CLF vs IT
+6,105.9%
-5,674.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +3.2% |
| 7D | +7.6% | -6.0% | +13.6% | +9.5% |
| 30D | -1.2% | 0.0% | -1.2% | -1.7% |
| 3M | -13.4% | +13.1% | -26.4% | -18.3% |
| 6M | +15.4% | +11.7% | +3.7% | +7.7% |
| YTD | -5.9% | -26.1% | +20.2% | -1.6% |
| 1Y | +18.8% | -21.3% | +40.1% | +20.7% |
| 3Y | -19.4% | -46.7% | +27.3% | -8.6% |
| 5Y | -47.7% | -40.5% | -7.2% | -43.1% |
| 10Y | +130.4% | +103.9% | +26.5% | +73.6% |
| All | +431.6% | +6,105.9% | -5,674.2% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling