-16.8%
CLF vs Q
+66.4%
-83.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.2% |
| 3M | -6.3% | -12.2% | +5.9% | -3.3% |
| 6M | +2.8% | -21.6% | +24.4% | +7.9% |
| YTD | -13.7% | +43.6% | -57.3% | -17.1% |
| 1Y | +13.6% | +25.7% | -12.1% | +2.7% |
| All | -16.8% | +66.4% | -83.2% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling