-79.4%
CLF vs PSX
+1,139.4%
-1,218.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +4.5% | +3.0% | +4.6% |
| 30D | -1.2% | +26.6% | -27.8% | -15.4% |
| 3M | -13.4% | +39.3% | -52.6% | -31.0% |
| 6M | +15.4% | +56.8% | -41.4% | -16.6% |
| YTD | -5.9% | +101.8% | -107.7% | -42.8% |
| 1Y | +18.8% | +99.6% | -80.8% | -27.7% |
| 3Y | -19.4% | +140.3% | -159.8% | -57.1% |
| 5Y | -47.7% | +339.3% | -387.1% | -82.5% |
| 10Y | +130.4% | +369.9% | -239.5% | -28.6% |
| All | -79.4% | +1,139.4% | -1,218.9% | -95.5% |
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