-47.8%
CLF vs PAAS
+113.1%
-160.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.6% |
| 7D | +7.6% | -2.9% | +10.5% | +8.6% |
| 30D | -1.2% | +6.8% | -8.0% | -4.1% |
| 3M | -13.4% | -2.9% | -10.5% | -13.3% |
| 6M | +15.4% | -16.4% | +31.9% | +20.8% |
| YTD | -5.9% | 0.0% | -5.9% | -8.8% |
| 1Y | +18.8% | +54.3% | -35.5% | -1.2% |
| 3Y | -19.4% | +230.7% | -250.1% | -51.4% |
| All | -47.8% | +113.1% | -160.9% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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