-17.5%
CLF vs PR
+73.2%
-90.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.5% |
| 7D | +7.6% | +2.9% | +4.7% | +6.2% |
| 30D | -1.2% | +18.0% | -19.2% | -8.7% |
| 3M | -13.4% | +16.9% | -30.2% | -20.3% |
| 6M | +15.4% | +28.2% | -12.8% | -1.5% |
| YTD | -5.9% | +69.3% | -75.2% | -31.7% |
| 1Y | +18.8% | +69.5% | -50.7% | -14.8% |
| All | -17.5% | +73.2% | -90.7% | -43.0% |
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 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