+18.8%
CLF vs RUN
-46.9%
+65.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.4% | +9.4% | +7.2% |
| 7D | -14.1% | +18.1% | -32.1% | -16.0% |
| 30D | -5.5% | +27.5% | -33.0% | -8.9% |
| 3M | 0.0% | -4.5% | +4.5% | +0.8% |
| 6M | +11.3% | -33.3% | +44.6% | +18.8% |
| YTD | -7.7% | -47.1% | +39.4% | -1.4% |
| All | +18.8% | -46.9% | +65.7% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling