+630.6%
CLF vs ROL
+9,562.4%
-8,931.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.6% |
| 7D | -19.6% | +9.5% | -29.1% | -23.1% |
| 30D | -5.0% | +22.9% | -27.9% | -14.6% |
| 3M | -6.3% | +3.5% | -9.8% | -9.3% |
| 6M | +2.8% | -29.4% | +32.2% | +16.9% |
| YTD | -13.7% | -36.1% | +22.3% | +3.1% |
| 1Y | +13.6% | -34.4% | +47.9% | +33.9% |
| 3Y | -34.0% | +4.0% | -38.0% | -40.4% |
| 5Y | -48.7% | +13.2% | -62.0% | -56.4% |
| 10Y | +113.4% | +219.7% | -106.2% | +3.4% |
| All | +630.6% | +9,562.4% | -8,931.8% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling