-40.5%
CLF vs PL
+16.0%
-56.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -10.1% | -2.1% | -10.5% |
| 7D | -21.0% | -20.5% | -0.4% | -17.8% |
| 30D | -8.0% | -38.8% | +30.8% | -0.3% |
| 3M | -10.9% | -49.1% | +38.2% | -0.9% |
| 6M | +5.8% | -69.4% | +75.2% | +26.3% |
| YTD | -15.1% | -42.3% | +27.2% | -11.9% |
| 1Y | +7.2% | -14.2% | +21.4% | +2.5% |
| 3Y | -34.2% | +398.7% | -432.9% | -59.4% |
| 5Y | -49.6% | +11.1% | -60.7% | -61.9% |
| All | -40.5% | +16.0% | -56.5% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling