-51.4%
CLF vs O
+10.1%
-61.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -19.6% | +3.7% | -23.3% | -21.0% |
| 30D | -5.0% | +11.2% | -16.2% | -10.0% |
| 3M | -6.3% | -4.0% | -2.3% | -4.8% |
| 6M | +2.8% | -5.2% | +8.0% | +4.8% |
| YTD | -13.7% | +9.5% | -23.2% | -18.9% |
| 1Y | +13.6% | +10.6% | +3.0% | +6.0% |
| 3Y | -34.0% | +38.1% | -72.1% | -48.2% |
| All | -51.4% | +10.1% | -61.6% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling