-35.1%
CLF vs MSCI
+36.7%
-71.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.7% | -9.5% | -11.4% |
| 7D | -21.0% | +6.0% | -27.0% | -22.4% |
| 30D | -8.0% | +18.2% | -26.2% | -13.0% |
| 3M | -10.9% | +15.1% | -26.0% | -15.2% |
| 6M | +5.8% | +13.7% | -7.9% | +0.1% |
| YTD | -15.1% | +15.6% | -30.7% | -21.4% |
| 1Y | +7.2% | +16.3% | -9.1% | -1.1% |
| All | -35.1% | +36.7% | -71.8% | -46.6% |
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