-35.1%
CLF vs PR
+61.1%
-96.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.9% | -7.4% | -9.9% |
| 7D | -21.0% | -16.5% | -4.4% | -13.9% |
| 30D | -8.0% | -4.5% | -3.5% | -5.6% |
| 3M | -10.9% | +8.5% | -19.5% | -14.6% |
| 6M | +5.8% | -3.3% | +9.2% | +5.9% |
| YTD | -15.1% | +55.7% | -70.8% | -37.2% |
| 1Y | +7.2% | +82.0% | -74.8% | -28.7% |
| All | -35.1% | +61.1% | -96.2% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling