+384.6%
CLF vs ROP
+25,523.2%
-25,138.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +3.5% |
| 7D | +7.6% | -4.4% | +12.0% | +9.7% |
| 30D | -1.2% | +3.2% | -4.4% | -3.0% |
| 3M | -13.4% | +23.1% | -36.4% | -22.2% |
| 6M | +15.4% | +13.3% | +2.1% | +7.0% |
| YTD | -5.9% | -7.9% | +2.0% | -4.3% |
| 1Y | +18.8% | -22.1% | +40.9% | +30.3% |
| 3Y | -19.4% | -16.8% | -2.6% | -13.6% |
| 5Y | -47.7% | -13.5% | -34.2% | -44.7% |
| 10Y | +130.4% | +137.7% | -7.3% | +59.8% |
| All | +384.6% | +25,523.2% | -25,138.6% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling