+20.2%
CLF vs M
+36.6%
-16.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +7.6% | -16.8% | -10.9% |
| 7D | -7.9% | +8.3% | -16.1% | -9.7% |
| 30D | +5.2% | +14.2% | -8.9% | +1.2% |
| 3M | +4.3% | -1.1% | +5.4% | +5.0% |
| 6M | +25.3% | +36.6% | -11.3% | +10.7% |
| YTD | -3.3% | +19.8% | -23.1% | -9.9% |
| 1Y | +20.2% | +37.2% | -17.0% | +9.0% |
| All | +20.2% | +36.6% | -16.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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