+24.6%
CLF vs ROL
-32.6%
+57.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +4.8% |
| 7D | -9.1% | +3.4% | -12.5% | -8.3% |
| 30D | -0.9% | +20.8% | -21.7% | +2.6% |
| 3M | +3.0% | +3.7% | -0.8% | +5.7% |
| 6M | +16.7% | -27.7% | +44.4% | +31.2% |
| YTD | -3.2% | -34.9% | +31.8% | +25.3% |
| 1Y | +24.6% | -33.3% | +57.9% | +59.7% |
| All | +24.6% | -32.6% | +57.2% | +59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling