+2.8%
CLF vs O
-4.6%
+7.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.2% |
| 7D | -19.6% | +3.7% | -23.3% | -17.7% |
| 30D | -5.0% | +11.2% | -16.2% | -0.6% |
| 3M | -6.3% | -4.0% | -2.3% | -3.7% |
| 6M | +2.8% | -5.2% | +8.0% | +12.2% |
| All | +2.8% | -4.6% | +7.3% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling