-17.5%
CLF vs M
+117.7%
-135.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.9% |
| 7D | +7.6% | +4.7% | +2.8% | +6.0% |
| 30D | -1.2% | -9.6% | +8.5% | +2.2% |
| 3M | -13.4% | +0.9% | -14.2% | -14.1% |
| 6M | +15.4% | +22.3% | -6.9% | +7.0% |
| YTD | -5.9% | +6.5% | -12.4% | -8.8% |
| 1Y | +18.8% | +38.8% | -19.9% | +5.1% |
| All | -17.5% | +117.7% | -135.2% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling