-47.0%
CLF vs ITW
+36.7%
-83.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.6% |
| 3M | -3.1% | +7.1% | -10.2% | -10.0% |
| 6M | +25.0% | -1.9% | +26.9% | +26.5% |
| YTD | -7.5% | +10.4% | -17.9% | -17.0% |
| 1Y | +11.5% | +3.3% | +8.2% | +6.2% |
| 3Y | -13.7% | +21.0% | -34.7% | -29.0% |
| 5Y | -47.0% | +36.3% | -83.3% | -62.6% |
| All | -47.0% | +36.7% | -83.7% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling