+20.2%
CLF vs P
+19.7%
+0.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -5.0% | -4.2% | -8.5% |
| 7D | -7.9% | -19.4% | +11.5% | -5.1% |
| 30D | +5.2% | -22.3% | +27.6% | +8.8% |
| 3M | +4.3% | +33.2% | -28.9% | -0.5% |
| 6M | +25.3% | +53.6% | -28.4% | +15.2% |
| YTD | -3.3% | +66.8% | -70.1% | -13.0% |
| 1Y | +20.2% | +17.5% | +2.7% | +12.5% |
| All | +20.2% | +19.7% | +0.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling