+80.1%
CLF vs RUN
+133.0%
-52.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.4% | +9.4% | +7.4% |
| 7D | -14.1% | +18.1% | -32.1% | -17.3% |
| 30D | -5.5% | +27.5% | -33.0% | -10.9% |
| 3M | 0.0% | -4.5% | +4.5% | -0.5% |
| 6M | +11.3% | -33.3% | +44.6% | +17.5% |
| YTD | -7.7% | -47.1% | +39.4% | -1.1% |
| 1Y | +17.5% | -43.1% | +60.7% | +23.7% |
| 3Y | -25.4% | -3.0% | -22.4% | -46.4% |
| 5Y | -46.0% | -82.6% | +36.6% | -46.0% |
| 10Y | +80.1% | +103.3% | -23.3% | -43.2% |
| All | +80.1% | +133.0% | -52.9% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling