+423.0%
CLF vs PBR
+1,797.5%
-1,374.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.9% |
| 7D | +7.6% | +8.6% | -1.0% | +2.5% |
| 30D | -1.2% | +12.8% | -14.0% | -8.1% |
| 3M | -13.4% | +14.7% | -28.0% | -20.7% |
| 6M | +15.4% | +25.2% | -9.8% | -1.9% |
| YTD | -5.9% | +77.1% | -83.0% | -34.6% |
| 1Y | +18.8% | +69.6% | -50.7% | -16.0% |
| 3Y | -19.4% | +95.6% | -115.0% | -49.5% |
| 5Y | -47.7% | +501.8% | -549.5% | -85.0% |
| 10Y | +130.4% | +640.6% | -510.2% | -56.4% |
| All | +423.0% | +1,797.5% | -1,374.5% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling