+123.7%
CLF vs ROL
+213.5%
-89.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +7.6% | -1.4% | +9.0% | +8.1% |
| 30D | -1.2% | -4.1% | +2.9% | +0.2% |
| 3M | -13.4% | -22.5% | +9.1% | -5.9% |
| 6M | +15.4% | -37.7% | +53.1% | +36.3% |
| YTD | -5.9% | -39.6% | +33.7% | +13.1% |
| 1Y | +18.8% | -36.0% | +54.8% | +38.1% |
| 3Y | -19.4% | -5.1% | -14.3% | -24.6% |
| 5Y | -47.7% | -3.4% | -44.3% | -52.9% |
| All | +123.7% | +213.5% | -89.8% | +19.7% |
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