+222.0%
CLF vs PR
+169.5%
+52.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +7.6% | +2.9% | +4.7% | +6.8% |
| 30D | -1.2% | +18.0% | -19.2% | -5.4% |
| 3M | -13.4% | +16.9% | -30.2% | -17.2% |
| 6M | +15.4% | +28.2% | -12.8% | +6.8% |
| YTD | -5.9% | +69.3% | -75.2% | -18.8% |
| 1Y | +18.8% | +69.5% | -50.7% | +2.1% |
| 3Y | -19.4% | +81.7% | -101.1% | -32.1% |
| 5Y | -47.7% | +422.2% | -470.0% | -66.7% |
| 10Y | +130.4% | +110.4% | +20.0% | +79.4% |
| All | +222.0% | +169.5% | +52.5% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling