-49.6%
CLF vs RF
+42.4%
-92.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.1% | -10.1% | -10.8% |
| 7D | -21.0% | -1.6% | -19.3% | -20.0% |
| 30D | -8.0% | +5.0% | -13.0% | -11.3% |
| 3M | -10.9% | -10.0% | -0.9% | -4.5% |
| 6M | +5.8% | +3.3% | +2.5% | +2.4% |
| YTD | -15.1% | +7.9% | -23.1% | -20.1% |
| 1Y | +7.2% | +21.2% | -14.0% | -6.8% |
| 3Y | -34.2% | +105.8% | -140.0% | -58.4% |
| 5Y | -49.6% | +43.7% | -93.3% | -62.0% |
| All | -49.6% | +42.4% | -92.0% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling