+116.3%
CLF vs RUN
+46.3%
+70.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.4% |
| 7D | +6.5% | +10.2% | -3.7% | +4.5% |
| 30D | +0.2% | -9.6% | +9.9% | +2.0% |
| 3M | -3.1% | -31.5% | +28.4% | +3.1% |
| 6M | +25.0% | -18.7% | +43.7% | +27.5% |
| YTD | -7.5% | -49.9% | +42.4% | +1.5% |
| 1Y | +11.5% | -45.5% | +57.0% | +19.3% |
| 3Y | -13.7% | -34.1% | +20.4% | -31.7% |
| 5Y | -47.0% | -79.4% | +32.5% | -49.8% |
| 10Y | +116.3% | +48.9% | +67.4% | -18.9% |
| All | +116.3% | +46.3% | +70.0% | -18.9% |
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