-17.5%
CLF vs O
+28.8%
-46.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +7.6% | -0.7% | +8.3% | +7.8% |
| 30D | -1.2% | -1.9% | +0.7% | -0.7% |
| 3M | -13.4% | +3.8% | -17.2% | -14.9% |
| 6M | +15.4% | -4.7% | +20.2% | +17.1% |
| YTD | -5.9% | +12.5% | -18.4% | -10.1% |
| 1Y | +18.8% | +10.8% | +8.0% | +14.5% |
| All | -17.5% | +28.8% | -46.4% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling