+618.5%
CLF vs ROL
+9,768.6%
-9,150.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.0% | -13.2% | -12.7% |
| 7D | -21.0% | +11.7% | -32.7% | -25.1% |
| 30D | -8.0% | +27.7% | -35.7% | -18.7% |
| 3M | -10.9% | +3.7% | -14.6% | -13.7% |
| 6M | +5.8% | -27.8% | +33.6% | +19.1% |
| YTD | -15.1% | -34.7% | +19.6% | +0.5% |
| 1Y | +7.2% | -34.1% | +41.3% | +26.3% |
| 3Y | -34.2% | +5.9% | -40.1% | -41.0% |
| 5Y | -49.6% | +15.6% | -65.2% | -57.5% |
| 10Y | +109.9% | +226.5% | -116.6% | +0.8% |
| All | +618.5% | +9,768.6% | -9,150.2% | +24.3% |
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 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