+80.1%
CLF vs M
+3.7%
+76.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.1% | -1.1% | +4.1% |
| 7D | -14.1% | +2.5% | -16.6% | -15.0% |
| 30D | -5.5% | +10.1% | -15.6% | -9.3% |
| 3M | 0.0% | -0.9% | +0.9% | -0.7% |
| 6M | +11.3% | +30.2% | -18.9% | -0.6% |
| YTD | -7.7% | +16.3% | -24.0% | -14.3% |
| 1Y | +17.5% | +27.0% | -9.4% | +5.4% |
| 3Y | -25.4% | +154.5% | -179.9% | -51.5% |
| 5Y | -46.0% | -1.1% | -44.9% | -54.4% |
| 10Y | +80.1% | +0.5% | +79.6% | +12.3% |
| All | +80.1% | +3.7% | +76.4% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling