-48.2%
CLF vs MKTX
-61.3%
+13.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | +0.3% | -2.9% | -2.7% |
| 30D | -3.2% | +1.0% | -4.2% | -3.3% |
| 3M | -5.0% | +40.8% | -45.8% | -10.6% |
| 6M | +26.6% | -10.9% | +37.5% | +28.8% |
| YTD | -9.0% | -8.6% | -0.4% | -7.9% |
| 1Y | +11.8% | -11.6% | +23.4% | +13.7% |
| 3Y | -15.1% | -24.5% | +9.4% | -14.5% |
| 5Y | -48.2% | -60.7% | +12.5% | -38.7% |
| All | -48.2% | -61.3% | +13.1% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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