-5.1%
CLF vs Q
+74.5%
-79.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.4% |
| 7D | +16.0% | +11.5% | +4.5% | +12.1% |
| 30D | +1.6% | -0.2% | +1.8% | +1.6% |
| 3M | +6.7% | -13.6% | +20.3% | +10.4% |
| 6M | +21.1% | -27.0% | +48.2% | +29.2% |
| YTD | -1.6% | +50.5% | -52.1% | -6.9% |
| 1Y | +18.5% | +33.8% | -15.3% | +5.9% |
| All | -5.1% | +74.5% | -79.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling