+239.1%
CLF vs P
+449.6%
-210.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -16.4% | +4.2% | -6.9% |
| 7D | -21.0% | -31.9% | +10.9% | -10.7% |
| 30D | -8.0% | -36.5% | +28.5% | +6.1% |
| 3M | -10.9% | +11.6% | -22.5% | -16.4% |
| 6M | +5.8% | +25.2% | -19.4% | -6.8% |
| YTD | -15.1% | +39.4% | -54.6% | -29.2% |
| 1Y | +7.2% | -3.7% | +10.9% | -0.7% |
| 3Y | -34.2% | +167.3% | -201.4% | -62.1% |
| 5Y | -49.6% | +237.3% | -286.9% | -74.4% |
| 10Y | +109.9% | +698.6% | -588.7% | -29.3% |
| All | +239.1% | +449.6% | -210.6% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling