+230.7%
CLF vs PR
+160.5%
+70.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.5% | -2.7% | -7.6% |
| 7D | -7.9% | -12.1% | +4.2% | -4.9% |
| 30D | +5.2% | +0.9% | +4.3% | +5.1% |
| 3M | +4.3% | +10.1% | -5.8% | +1.6% |
| 6M | +25.3% | +1.1% | +24.2% | +23.6% |
| YTD | -3.3% | +63.7% | -67.0% | -15.9% |
| 1Y | +20.2% | +87.0% | -66.8% | +0.9% |
| 3Y | -25.0% | +70.7% | -95.7% | -35.7% |
| 5Y | -42.1% | +246.8% | -288.9% | -59.6% |
| 10Y | +139.1% | +72.6% | +66.5% | +72.4% |
| All | +230.7% | +160.5% | +70.3% | +189.4% |
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