-34.0%
CLF vs MSCI
+33.6%
-67.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.3% |
| 7D | -19.6% | +2.8% | -22.4% | -20.3% |
| 30D | -5.0% | +15.4% | -20.4% | -9.5% |
| 3M | -6.3% | +13.4% | -19.7% | -10.4% |
| 6M | +2.8% | +10.9% | -8.1% | -2.1% |
| YTD | -13.7% | +13.0% | -26.7% | -19.5% |
| 1Y | +13.6% | +12.0% | +1.5% | +6.3% |
| 3Y | -34.0% | +34.1% | -68.1% | -45.3% |
| All | -34.0% | +33.6% | -67.6% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling