+83.5%
CLF vs M
-3.0%
+86.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.7% |
| 7D | -9.1% | +5.0% | -14.1% | -10.8% |
| 30D | -0.9% | +10.6% | -11.6% | -5.0% |
| 3M | +3.0% | +1.6% | +1.4% | +1.4% |
| 6M | +16.7% | +30.8% | -14.1% | +4.0% |
| YTD | -3.2% | +16.9% | -20.1% | -10.3% |
| 1Y | +24.6% | +26.3% | -1.6% | +11.9% |
| 3Y | -22.3% | +158.6% | -180.9% | -49.8% |
| 5Y | -41.2% | +2.1% | -43.3% | -50.9% |
| 10Y | +83.5% | -4.3% | +87.9% | +17.9% |
| All | +83.5% | -3.0% | +86.6% | +17.9% |
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