-34.0%
CLF vs ROP
-3.8%
-30.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.8% |
| 7D | -19.6% | +2.1% | -21.7% | -20.4% |
| 30D | -5.0% | +32.9% | -37.9% | -16.8% |
| 3M | -6.3% | +20.0% | -26.3% | -14.3% |
| 6M | +2.8% | +36.4% | -33.6% | -13.5% |
| YTD | -13.7% | +7.8% | -21.5% | -15.2% |
| 1Y | +13.6% | +8.0% | +5.6% | +11.5% |
| 3Y | -34.0% | -3.5% | -30.5% | -26.5% |
| All | -34.0% | -3.8% | -30.2% | -26.5% |
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