+18.8%
CLF vs M
+25.7%
-6.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.1% | -1.1% | +4.7% |
| 7D | -14.1% | +2.5% | -16.6% | -14.6% |
| 30D | -5.5% | +10.1% | -15.6% | -8.4% |
| 3M | 0.0% | -0.9% | +0.9% | +0.4% |
| 6M | +11.3% | +30.2% | -18.9% | -1.0% |
| YTD | -7.7% | +16.3% | -24.0% | -13.4% |
| All | +18.8% | +25.7% | -6.9% | +9.1% |
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