+123.7%
CLF vs O
+51.2%
+72.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.3% |
| 7D | +7.6% | -0.7% | +8.3% | +8.1% |
| 30D | -1.2% | -1.9% | +0.7% | -0.2% |
| 3M | -13.4% | +3.8% | -17.2% | -15.9% |
| 6M | +15.4% | -4.7% | +20.2% | +18.0% |
| YTD | -5.9% | +12.5% | -18.4% | -13.2% |
| 1Y | +18.8% | +10.8% | +8.0% | +10.9% |
| 3Y | -19.4% | +28.8% | -48.2% | -33.4% |
| 5Y | -47.7% | +13.2% | -60.9% | -53.1% |
| All | +123.7% | +51.2% | +72.5% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling