+20.4%
CLF vs ITW
+20.3%
0.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +10.4% | +2.3% | +8.0% | +8.7% |
| 30D | +0.6% | +6.7% | -6.1% | -4.2% |
| 3M | +4.1% | -0.5% | +4.7% | +5.0% |
| 6M | +15.1% | +16.4% | -1.3% | +1.4% |
| YTD | -4.7% | +19.0% | -23.7% | -14.6% |
| 1Y | +20.4% | +20.2% | +0.1% | +7.3% |
| All | +20.4% | +20.3% | 0.0% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling