+18.8%
CLF vs ROL
-32.4%
+51.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.1% | +4.9% | +7.4% |
| 7D | -14.1% | +7.5% | -21.6% | -12.7% |
| 30D | -5.5% | +21.1% | -26.7% | -2.2% |
| 3M | 0.0% | +3.1% | -3.1% | +2.7% |
| 6M | +11.3% | -27.4% | +38.7% | +25.1% |
| YTD | -7.7% | -34.7% | +27.0% | +19.5% |
| All | +18.8% | -32.4% | +51.2% | +52.3% |
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