-81.1%
CLF vs PSX
+1,093.9%
-1,175.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -19.6% | -13.1% | -6.5% | -11.7% |
| 30D | -5.0% | -9.5% | +4.6% | +0.8% |
| 3M | -6.3% | +20.2% | -26.5% | -17.3% |
| 6M | +2.8% | +44.9% | -42.1% | -20.9% |
| YTD | -13.7% | +94.4% | -108.1% | -46.5% |
| 1Y | +13.6% | +83.1% | -69.5% | -27.2% |
| 3Y | -34.0% | +132.2% | -166.1% | -64.0% |
| 5Y | -48.7% | +278.8% | -327.6% | -81.0% |
| 10Y | +113.4% | +354.2% | -240.7% | -33.0% |
| All | -81.1% | +1,093.9% | -1,175.0% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling