-51.4%
CLF vs ROL
+13.1%
-64.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.0% |
| 7D | -19.6% | +9.5% | -29.1% | -20.8% |
| 30D | -5.0% | +22.9% | -27.9% | -8.6% |
| 3M | -6.3% | +3.5% | -9.8% | -6.9% |
| 6M | +2.8% | -29.4% | +32.2% | +12.0% |
| YTD | -13.7% | -36.1% | +22.3% | -2.3% |
| 1Y | +13.6% | -34.4% | +47.9% | +27.6% |
| 3Y | -34.0% | +4.0% | -38.0% | -41.6% |
| All | -51.4% | +13.1% | -64.5% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling