-35.1%
CLF vs RF
+105.6%
-140.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.1% | -10.1% | -10.5% |
| 7D | -21.0% | -1.6% | -19.3% | -19.9% |
| 30D | -8.0% | +5.0% | -13.0% | -11.8% |
| 3M | -10.9% | -10.0% | -0.9% | -3.3% |
| 6M | +5.8% | +3.3% | +2.5% | +1.5% |
| YTD | -15.1% | +7.9% | -23.1% | -21.4% |
| 1Y | +7.2% | +21.2% | -14.0% | -10.0% |
| All | -35.1% | +105.6% | -140.6% | -61.7% |
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