-17.5%
CLF vs PL
+454.1%
-471.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +2.0% |
| 7D | +7.6% | -9.3% | +16.9% | +9.1% |
| 30D | -1.2% | -18.9% | +17.7% | +1.9% |
| 3M | -13.4% | -58.4% | +45.0% | -2.4% |
| 6M | +15.4% | -30.3% | +45.7% | +18.2% |
| YTD | -5.9% | -8.1% | +2.2% | -8.9% |
| 1Y | +18.8% | +180.5% | -161.7% | -6.5% |
| All | -17.5% | +454.1% | -471.7% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling