+74.6%
CLF vs PR
+86.0%
-11.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.5% |
| 7D | +10.4% | +6.0% | +4.4% | +8.7% |
| 30D | +0.6% | -4.2% | +4.8% | +1.8% |
| 3M | +4.1% | +10.0% | -5.8% | +1.6% |
| 6M | +15.1% | +15.6% | -0.5% | +10.0% |
| YTD | -4.7% | +68.2% | -72.9% | -17.8% |
| 1Y | +20.4% | +79.2% | -58.8% | +2.0% |
| 3Y | -23.4% | +94.9% | -118.3% | -36.4% |
| 5Y | -43.3% | +272.8% | -316.0% | -61.4% |
| All | +74.6% | +86.0% | -11.4% | +28.0% |
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