+80.1%
CLF vs ROL
+222.1%
-142.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.1% | +4.9% | +6.3% |
| 7D | -14.1% | +7.5% | -21.6% | -16.2% |
| 30D | -5.5% | +21.1% | -26.7% | -12.1% |
| 3M | 0.0% | +3.1% | -3.1% | -1.8% |
| 6M | +11.3% | -27.4% | +38.7% | +23.4% |
| YTD | -7.7% | -34.7% | +27.0% | +7.4% |
| 1Y | +17.5% | -32.9% | +50.5% | +35.2% |
| 3Y | -25.4% | +6.1% | -31.6% | -33.5% |
| 5Y | -46.0% | +16.3% | -62.3% | -55.2% |
| 10Y | +80.1% | +214.9% | -134.8% | -29.5% |
| All | +80.1% | +222.1% | -142.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling