+74.6%
CLF vs ROL
+221.5%
-146.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -4.0% |
| 7D | +10.4% | +3.0% | +7.4% | +9.3% |
| 30D | +0.6% | +19.8% | -19.2% | -6.0% |
| 3M | +4.1% | +7.9% | -3.8% | +0.6% |
| 6M | +15.1% | -25.6% | +40.8% | +26.5% |
| YTD | -4.7% | -34.1% | +29.4% | +10.5% |
| 1Y | +20.4% | -31.4% | +51.8% | +37.2% |
| 3Y | -23.4% | +4.7% | -28.1% | -31.1% |
| 5Y | -43.3% | +15.6% | -58.9% | -52.8% |
| All | +74.6% | +221.5% | -146.9% | -38.1% |
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