-17.5%
CLF vs ROP
-16.7%
-0.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +3.5% |
| 7D | +7.6% | -4.4% | +12.0% | +9.9% |
| 30D | -1.2% | +3.2% | -4.4% | -3.2% |
| 3M | -13.4% | +23.1% | -36.4% | -24.0% |
| 6M | +15.4% | +13.3% | +2.1% | +5.6% |
| YTD | -5.9% | -7.9% | +2.0% | -0.5% |
| 1Y | +18.8% | -22.1% | +40.9% | +44.1% |
| All | -17.5% | -16.7% | -0.8% | -6.7% |
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