-17.5%
CLF vs ROL
-4.8%
-12.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +7.6% | -1.4% | +9.0% | +7.5% |
| 30D | -1.2% | -4.1% | +2.9% | -1.4% |
| 3M | -13.4% | -22.5% | +9.1% | -13.8% |
| 6M | +15.4% | -37.7% | +53.1% | +17.1% |
| YTD | -5.9% | -39.6% | +33.7% | -3.0% |
| 1Y | +18.8% | -36.0% | +54.8% | +23.2% |
| All | -17.5% | -4.8% | -12.8% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling