+120.3%
CLF vs PBR
+703.7%
-583.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -3.1% |
| 7D | -3.7% | +4.2% | -7.9% | -5.5% |
| 30D | -4.7% | +22.7% | -27.4% | -13.1% |
| 3M | -4.7% | +21.5% | -26.2% | -13.1% |
| 6M | +24.0% | +24.0% | 0.0% | +10.4% |
| YTD | -10.9% | +88.2% | -99.2% | -34.6% |
| 1Y | +4.0% | +74.8% | -70.8% | -21.4% |
| 3Y | -16.9% | +105.1% | -122.1% | -43.1% |
| 5Y | -49.3% | +572.2% | -621.6% | -81.8% |
| All | +120.3% | +703.7% | -583.4% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PBR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling