-51.4%
CLF vs MSCI
+3.6%
-55.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.7% |
| 7D | -19.6% | +2.8% | -22.4% | -20.7% |
| 30D | -5.0% | +15.4% | -20.4% | -11.4% |
| 3M | -6.3% | +13.4% | -19.7% | -12.1% |
| 6M | +2.8% | +10.9% | -8.1% | -3.9% |
| YTD | -13.7% | +13.0% | -26.7% | -21.3% |
| 1Y | +13.6% | +12.0% | +1.5% | +4.0% |
| 3Y | -34.0% | +34.1% | -68.1% | -46.7% |
| All | -51.4% | +3.6% | -55.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling