+284.4%
CLF vs PAAS
+971.0%
-686.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | -19.6% | +8.4% | -28.0% | -21.8% |
| 30D | -5.0% | -7.2% | +2.2% | -3.2% |
| 3M | -6.3% | -14.0% | +7.7% | -2.9% |
| 6M | +2.8% | -26.8% | +29.5% | +11.6% |
| YTD | -13.7% | -19.8% | +6.1% | -10.5% |
| 1Y | +13.6% | +22.8% | -9.3% | +2.6% |
| 3Y | -34.0% | +183.6% | -217.6% | -56.2% |
| 5Y | -48.7% | +73.8% | -122.6% | -61.7% |
| 10Y | +113.4% | +185.6% | -72.1% | +15.6% |
| All | +284.4% | +971.0% | -686.6% | +88.8% |
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