-18.2%
CLF vs Q
+56.5%
-74.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.4% | -4.9% | -10.0% |
| 7D | -21.0% | -10.3% | -10.7% | -18.2% |
| 30D | -8.0% | -17.7% | +9.7% | -2.8% |
| 3M | -10.9% | -18.8% | +7.9% | -5.8% |
| 6M | +5.8% | -24.8% | +30.6% | +12.7% |
| YTD | -15.1% | +35.0% | -50.2% | -16.9% |
| 1Y | +7.2% | +10.7% | -3.5% | -3.2% |
| All | -18.2% | +56.5% | -74.6% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling