+20.2%
CLF vs ROP
+10.4%
+9.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.9% | -13.1% | -9.3% |
| 7D | -7.9% | +11.7% | -19.6% | -8.4% |
| 30D | +5.2% | +35.5% | -30.2% | +2.1% |
| 3M | +4.3% | +25.6% | -21.3% | +1.8% |
| 6M | +25.3% | +39.3% | -14.0% | +18.8% |
| YTD | -3.3% | +11.6% | -15.0% | -2.0% |
| 1Y | +20.2% | +10.6% | +9.6% | +23.8% |
| All | +20.2% | +10.4% | +9.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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