+68.3%
CLF vs PR
+68.5%
-0.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.2% |
| 7D | -19.6% | -16.4% | -3.2% | -15.7% |
| 30D | -5.0% | -1.9% | -3.1% | -4.3% |
| 3M | -6.3% | +8.0% | -14.2% | -8.2% |
| 6M | +2.8% | +4.1% | -1.3% | +0.9% |
| YTD | -13.7% | +58.7% | -72.4% | -24.4% |
| 1Y | +13.6% | +75.8% | -62.3% | -3.3% |
| 3Y | -34.0% | +73.2% | -107.1% | -43.6% |
| 5Y | -48.7% | +230.1% | -278.9% | -64.1% |
| All | +68.3% | +68.5% | -0.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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