-13.7%
CLF vs ITW
+21.4%
-35.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +6.5% | -0.4% | +6.9% | +6.9% |
| 30D | +0.2% | -9.4% | +9.7% | +11.0% |
| 3M | -3.1% | +7.1% | -10.2% | -10.5% |
| 6M | +25.0% | -1.9% | +26.9% | +26.4% |
| YTD | -7.5% | +10.4% | -17.9% | -17.8% |
| 1Y | +11.5% | +3.3% | +8.2% | +6.0% |
| 3Y | -13.7% | +21.0% | -34.7% | -30.8% |
| All | -13.7% | +21.4% | -35.1% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling