+99.7%
CLF vs P
+713.7%
-614.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | +0.5% |
| 7D | -19.6% | -23.8% | +4.2% | -12.3% |
| 30D | -5.0% | -36.6% | +31.6% | +9.6% |
| 3M | -6.3% | +10.9% | -17.2% | -11.7% |
| 6M | +2.8% | +30.0% | -27.2% | -10.6% |
| YTD | -13.7% | +44.4% | -58.1% | -28.9% |
| 1Y | +13.6% | +3.9% | +9.6% | +2.4% |
| 3Y | -34.0% | +176.6% | -210.6% | -62.7% |
| 5Y | -48.7% | +249.3% | -298.0% | -74.7% |
| All | +99.7% | +713.7% | -614.0% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling