+278.0%
CLF vs PAAS
+955.7%
-677.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.2% | -10.0% | -11.5% |
| 7D | -21.0% | -0.4% | -20.6% | -21.2% |
| 30D | -8.0% | -11.6% | +3.6% | -4.8% |
| 3M | -10.9% | -15.6% | +4.7% | -7.2% |
| 6M | +5.8% | -19.1% | +25.0% | +11.3% |
| YTD | -15.1% | -20.9% | +5.8% | -11.6% |
| 1Y | +7.2% | +21.3% | -14.1% | -2.8% |
| 3Y | -34.2% | +177.4% | -211.6% | -56.0% |
| 5Y | -49.6% | +71.3% | -120.9% | -62.2% |
| 10Y | +109.9% | +181.5% | -71.6% | +14.2% |
| All | +278.0% | +955.7% | -677.7% | +86.5% |
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