+5.8%
CLF vs PL
-71.0%
+76.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -10.1% | -2.1% | -9.3% |
| 7D | -21.0% | -20.5% | -0.4% | -15.7% |
| 30D | -8.0% | -38.8% | +30.8% | +4.3% |
| 3M | -10.9% | -49.1% | +38.2% | +5.6% |
| 6M | +5.8% | -69.4% | +75.2% | +40.9% |
| All | +5.8% | -71.0% | +76.8% | +40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling