-22.1%
CLF vs ROP
-6.2%
-15.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.7% |
| 7D | -9.1% | +0.2% | -9.2% | -9.3% |
| 30D | -0.9% | +30.3% | -31.2% | -12.5% |
| 3M | +3.0% | +17.8% | -14.8% | -5.0% |
| 6M | +16.7% | +38.9% | -22.2% | -3.0% |
| YTD | -3.2% | +7.6% | -10.8% | -4.8% |
| 1Y | +24.6% | +6.5% | +18.1% | +23.6% |
| All | -22.1% | -6.2% | -15.9% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling