-39.5%
CLF vs PL
+28.1%
-67.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | -0.1% |
| 7D | -19.6% | -6.8% | -12.7% | -18.6% |
| 30D | -5.0% | -29.3% | +24.3% | +0.5% |
| 3M | -6.3% | -44.8% | +38.5% | +2.8% |
| 6M | +2.8% | -68.4% | +71.2% | +21.8% |
| YTD | -13.7% | -36.4% | +22.7% | -11.9% |
| 1Y | +13.6% | +0.7% | +12.9% | +5.6% |
| 3Y | -34.0% | +455.3% | -489.3% | -60.1% |
| 5Y | -48.7% | +22.7% | -71.4% | -61.9% |
| All | -39.5% | +28.1% | -67.5% | -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