+127.6%
CLF vs ITW
+183.0%
-55.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | +0.1% |
| 7D | -2.7% | -1.9% | -0.8% | -0.8% |
| 30D | -3.2% | -10.4% | +7.2% | +7.9% |
| 3M | -5.0% | +3.5% | -8.5% | -8.6% |
| 6M | +26.6% | -3.4% | +30.0% | +30.2% |
| YTD | -9.0% | +8.5% | -17.5% | -16.6% |
| 1Y | +11.8% | +3.2% | +8.6% | +6.6% |
| 3Y | -15.1% | +18.9% | -34.0% | -28.6% |
| 5Y | -48.2% | +35.0% | -83.2% | -61.8% |
| 10Y | +127.6% | +188.6% | -61.1% | -31.2% |
| All | +127.6% | +183.0% | -55.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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