+5.8%
CLF vs PR
-3.2%
+9.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.9% | -7.4% | -11.9% |
| 7D | -21.0% | -16.5% | -4.4% | -21.2% |
| 30D | -8.0% | -4.5% | -3.5% | -6.1% |
| 3M | -10.9% | +8.5% | -19.5% | -5.1% |
| 6M | +5.8% | -3.3% | +9.2% | +6.3% |
| All | +5.8% | -3.2% | +9.0% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling