+57.5%
CLF vs MKTX
+1,446.2%
-1,388.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | +0.4% | +7.2% | +7.4% |
| 30D | -1.2% | +1.1% | -2.3% | -1.6% |
| 3M | -13.4% | +36.1% | -49.5% | -24.0% |
| 6M | +15.4% | -12.9% | +28.3% | +18.4% |
| YTD | -5.9% | -8.5% | +2.6% | -5.8% |
| 1Y | +18.8% | -7.5% | +26.4% | +17.5% |
| 3Y | -19.4% | -28.3% | +8.9% | -17.1% |
| 5Y | -47.7% | -63.3% | +15.6% | -31.9% |
| 10Y | +130.4% | +4.5% | +125.9% | +71.7% |
| All | +57.5% | +1,446.2% | -1,388.7% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling