-49.6%
CLF vs MSCI
+4.3%
-53.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.7% | -9.5% | -11.1% |
| 7D | -21.0% | +6.0% | -27.0% | -23.1% |
| 30D | -8.0% | +18.2% | -26.2% | -15.1% |
| 3M | -10.9% | +15.1% | -26.0% | -16.9% |
| 6M | +5.8% | +13.7% | -7.9% | -2.1% |
| YTD | -15.1% | +15.6% | -30.7% | -23.4% |
| 1Y | +7.2% | +16.3% | -9.1% | -3.6% |
| 3Y | -34.2% | +36.9% | -71.1% | -47.2% |
| 5Y | -49.6% | +6.3% | -55.9% | -60.2% |
| All | -49.6% | +4.3% | -53.9% | -60.2% |
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