-20.4%
CLF vs RF
+118.1%
-138.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +2.3% | -1.3% | +3.7% | +3.7% |
| 30D | +1.9% | +4.6% | -2.7% | -1.9% |
| 3M | +5.9% | -8.4% | +14.3% | +13.4% |
| 6M | +16.9% | +8.9% | +8.0% | +7.4% |
| YTD | -1.1% | +8.8% | -9.9% | -8.9% |
| 1Y | +28.8% | +18.9% | +9.9% | +10.1% |
| All | -20.4% | +118.1% | -138.6% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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