-47.8%
CLF vs M
+27.3%
-75.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.0% |
| 7D | +7.6% | +4.7% | +2.8% | +6.0% |
| 30D | -1.2% | -9.6% | +8.5% | +2.0% |
| 3M | -13.4% | +0.9% | -14.2% | -14.0% |
| 6M | +15.4% | +22.3% | -6.9% | +7.5% |
| YTD | -5.9% | +6.5% | -12.4% | -8.6% |
| 1Y | +18.8% | +38.8% | -19.9% | +5.7% |
| 3Y | -19.4% | +115.9% | -135.3% | -41.4% |
| All | -47.8% | +27.3% | -75.1% | -57.1% |
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 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