+18.8%
CLF vs MSCI
+4.9%
+13.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +7.6% | +0.4% | +7.2% | +7.6% |
| 30D | -1.2% | +0.6% | -1.7% | -1.0% |
| 3M | -13.4% | -7.1% | -6.3% | -13.1% |
| 6M | +15.4% | +0.8% | +14.6% | +15.4% |
| YTD | -5.9% | +1.0% | -6.9% | -5.6% |
| 1Y | +18.8% | +4.3% | +14.5% | +18.5% |
| All | +18.8% | +4.9% | +13.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling