+5.8%
CLF vs P
+26.4%
-20.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -16.4% | +4.2% | -9.2% |
| 7D | -21.0% | -31.9% | +10.9% | -16.2% |
| 30D | -8.0% | -36.5% | +28.5% | -2.0% |
| 3M | -10.9% | +11.6% | -22.5% | -10.9% |
| 6M | +5.8% | +25.2% | -19.4% | +3.5% |
| All | +5.8% | +26.4% | -20.6% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling