-34.0%
CLF vs M
+100.8%
-134.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +3.1% |
| 7D | -19.6% | -4.3% | -15.3% | -18.6% |
| 30D | -5.0% | +1.3% | -6.2% | -5.9% |
| 3M | -6.3% | -7.4% | +1.1% | -4.8% |
| 6M | +2.8% | +18.3% | -15.6% | -4.4% |
| YTD | -13.7% | +7.6% | -21.3% | -17.3% |
| 1Y | +13.6% | +17.4% | -3.8% | +5.5% |
| 3Y | -34.0% | +108.4% | -142.3% | -52.8% |
| All | -34.0% | +100.8% | -134.8% | -52.8% |
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