-23.4%
CLF vs PSX
+157.7%
-181.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | +10.4% | +7.8% | +2.6% | +5.7% |
| 30D | +0.6% | -10.9% | +11.5% | +7.1% |
| 3M | +4.1% | +14.5% | -10.4% | -4.3% |
| 6M | +15.1% | +56.1% | -41.0% | -13.9% |
| YTD | -4.7% | +109.6% | -114.3% | -44.1% |
| 1Y | +20.4% | +95.5% | -75.2% | -26.0% |
| 3Y | -23.4% | +156.2% | -179.6% | -61.8% |
| All | -23.4% | +157.7% | -181.0% | -61.8% |
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