+13.6%
CLF vs Q
+17.3%
-3.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | -0.3% |
| 7D | -19.6% | +0.3% | -19.9% | -19.5% |
| 30D | -5.0% | -9.8% | +4.8% | -2.1% |
| 3M | -6.3% | -12.2% | +5.9% | -3.2% |
| 6M | +2.8% | -21.6% | +24.4% | +8.1% |
| YTD | -13.7% | +43.6% | -57.3% | -18.0% |
| 1Y | +13.6% | +25.7% | -12.1% | +9.2% |
| All | +13.6% | +17.3% | -3.7% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling