-79.8%
CLF vs PSX
+1,129.4%
-1,209.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.0% | +4.0% | +5.1% |
| 7D | -14.1% | -8.0% | -6.1% | -8.9% |
| 30D | -5.5% | -9.0% | +3.5% | +0.1% |
| 3M | 0.0% | +24.7% | -24.7% | -13.8% |
| 6M | +11.3% | +49.3% | -38.1% | -16.0% |
| YTD | -7.7% | +100.2% | -107.9% | -43.7% |
| 1Y | +17.5% | +88.8% | -71.3% | -26.1% |
| 3Y | -25.4% | +152.5% | -177.9% | -61.5% |
| 5Y | -46.0% | +283.2% | -329.2% | -80.1% |
| 10Y | +80.1% | +345.8% | -265.7% | -43.0% |
| All | -79.8% | +1,129.4% | -1,209.2% | -95.6% |
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 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