+37.0%
CLF vs PINS
-15.2%
+52.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +6.5% | -5.2% | +11.7% | +7.9% |
| 30D | +0.2% | -14.9% | +15.2% | +4.0% |
| 3M | -3.1% | -8.4% | +5.3% | -2.0% |
| 6M | +25.0% | +0.6% | +24.4% | +22.9% |
| YTD | -7.5% | -22.2% | +14.8% | -4.1% |
| 1Y | +11.5% | -46.9% | +58.5% | +26.2% |
| 3Y | -13.7% | -26.9% | +13.2% | -12.5% |
| 5Y | -47.0% | -63.0% | +16.0% | -41.9% |
| All | +37.0% | -15.2% | +52.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PINS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling