-13.3%
CLF vs PSX
+140.2%
-153.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +4.5% | +3.0% | +5.0% |
| 30D | -1.2% | +26.6% | -27.8% | -13.6% |
| 3M | -13.4% | +39.3% | -52.6% | -29.1% |
| 6M | +15.4% | +56.8% | -41.4% | -14.4% |
| YTD | -5.9% | +101.8% | -107.7% | -41.9% |
| 1Y | +18.8% | +99.6% | -80.8% | -27.0% |
| All | -13.3% | +140.2% | -153.5% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling