+319.3%
CLF vs PAAS
+1,235.6%
-916.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.5% |
| 7D | +7.6% | -2.9% | +10.5% | +8.5% |
| 30D | -1.2% | +6.8% | -8.0% | -3.8% |
| 3M | -13.4% | -2.9% | -10.5% | -13.2% |
| 6M | +15.4% | -16.4% | +31.9% | +20.5% |
| YTD | -5.9% | 0.0% | -5.9% | -8.4% |
| 1Y | +18.8% | +54.3% | -35.5% | +0.8% |
| 3Y | -19.4% | +230.7% | -250.1% | -49.0% |
| 5Y | -47.7% | +111.6% | -159.4% | -63.2% |
| 10Y | +130.4% | +211.7% | -81.3% | +22.3% |
| All | +319.3% | +1,235.6% | -916.3% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling