+276.1%
CLF vs P
+485.4%
-209.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.3% |
| 7D | +7.6% | +6.5% | +1.0% | +5.2% |
| 30D | -1.2% | +18.8% | -20.0% | -7.9% |
| 3M | -13.4% | +26.7% | -40.1% | -21.8% |
| 6M | +15.4% | +62.2% | -46.8% | -5.8% |
| YTD | -5.9% | +48.5% | -54.4% | -22.0% |
| 1Y | +18.8% | +26.4% | -7.6% | +1.5% |
| 3Y | -19.4% | +159.4% | -178.8% | -52.2% |
| 5Y | -47.7% | +275.8% | -323.5% | -74.1% |
| 10Y | +130.4% | +732.0% | -601.6% | -22.8% |
| All | +276.1% | +485.4% | -209.3% | +34.8% |
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