-25.4%
CLF vs P
+190.3%
-215.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.3% | +0.7% | +5.5% |
| 7D | -14.1% | -9.6% | -4.5% | -12.0% |
| 30D | -5.5% | -33.4% | +27.9% | +2.9% |
| 3M | 0.0% | +14.2% | -14.2% | -4.1% |
| 6M | +11.3% | +31.6% | -20.3% | +1.5% |
| YTD | -7.7% | +53.5% | -61.2% | -19.8% |
| 1Y | +17.5% | +14.2% | +3.4% | +7.8% |
| 3Y | -25.4% | +190.5% | -215.9% | -46.5% |
| All | -25.4% | +190.3% | -215.8% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling