-49.6%
CLF vs M
-6.1%
-43.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.9% | -6.4% | -10.3% |
| 7D | -21.0% | -2.1% | -18.8% | -20.5% |
| 30D | -8.0% | +7.7% | -15.7% | -10.7% |
| 3M | -10.9% | -4.4% | -6.5% | -10.3% |
| 6M | +5.8% | +27.5% | -21.7% | -4.0% |
| YTD | -15.1% | +12.8% | -27.9% | -19.9% |
| 1Y | +7.2% | +20.7% | -13.5% | -1.4% |
| 3Y | -34.2% | +111.3% | -145.5% | -53.3% |
| 5Y | -49.6% | -6.3% | -43.3% | -58.2% |
| All | -49.6% | -6.1% | -43.5% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling