+74.6%
CLF vs ROP
+185.2%
-110.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.5% |
| 7D | +10.4% | +0.7% | +9.7% | +9.8% |
| 30D | +0.6% | +28.8% | -28.2% | -18.0% |
| 3M | +4.1% | +21.1% | -16.9% | -11.7% |
| 6M | +15.1% | +52.5% | -37.4% | -20.0% |
| YTD | -4.7% | +8.9% | -13.6% | -14.7% |
| 1Y | +20.4% | +8.2% | +12.1% | +8.3% |
| 3Y | -23.4% | -5.2% | -18.2% | -23.3% |
| 5Y | -43.3% | +1.7% | -45.0% | -46.8% |
| All | +74.6% | +185.2% | -110.6% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling