-4.6%
CLF vs Q
+80.0%
-84.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.4% |
| 7D | +2.3% | +6.6% | -4.2% | +0.5% |
| 30D | +1.9% | +2.7% | -0.8% | +1.0% |
| 3M | +5.9% | -8.4% | +14.3% | +7.7% |
| 6M | +16.9% | -17.3% | +34.2% | +20.6% |
| YTD | -1.1% | +55.3% | -56.4% | -7.3% |
| 1Y | +28.8% | +31.5% | -2.6% | +12.4% |
| All | -4.6% | +80.0% | -84.6% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling