+20.4%
CLF vs PSX
+97.2%
-76.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.3% |
| 7D | +10.4% | +7.8% | +2.6% | +9.1% |
| 30D | +0.6% | -10.9% | +11.5% | +1.2% |
| 3M | +4.1% | +14.5% | -10.4% | +3.2% |
| 6M | +15.1% | +56.1% | -41.0% | +11.7% |
| YTD | -4.7% | +109.6% | -114.3% | -11.3% |
| 1Y | +20.4% | +95.5% | -75.2% | +12.9% |
| All | +20.4% | +97.2% | -76.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling