-41.8%
CLF vs P
+279.3%
-321.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.7% |
| 7D | +10.4% | +11.6% | -1.2% | +7.1% |
| 30D | +0.6% | -23.7% | +24.2% | +7.8% |
| 3M | +4.1% | -8.0% | +12.1% | +5.0% |
| 6M | +15.1% | +27.9% | -12.8% | +3.5% |
| YTD | -4.7% | +61.2% | -65.9% | -21.3% |
| 1Y | +20.4% | +28.6% | -8.3% | +4.0% |
| 3Y | -23.4% | +200.5% | -223.9% | -55.2% |
| All | -41.8% | +279.3% | -321.1% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling