-51.4%
CLF vs ROP
+1.1%
-52.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +3.3% |
| 7D | -19.6% | +2.1% | -21.7% | -20.8% |
| 30D | -5.0% | +32.9% | -37.9% | -21.0% |
| 3M | -6.3% | +20.0% | -26.3% | -17.4% |
| 6M | +2.8% | +36.4% | -33.6% | -18.4% |
| YTD | -13.7% | +7.8% | -21.5% | -18.8% |
| 1Y | +13.6% | +8.0% | +5.6% | +6.8% |
| 3Y | -34.0% | -3.5% | -30.5% | -31.9% |
| All | -51.4% | +1.1% | -52.5% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling