-34.0%
CLF vs RUN
-8.7%
-25.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | -19.6% | +33.4% | -53.0% | -21.9% |
| 30D | -5.0% | +31.1% | -36.1% | -7.7% |
| 3M | -6.3% | +6.4% | -12.7% | -7.3% |
| 6M | +2.8% | -22.2% | +25.0% | +4.4% |
| YTD | -13.7% | -45.8% | +32.1% | -10.5% |
| 1Y | +13.6% | -51.1% | +64.7% | +18.5% |
| 3Y | -34.0% | -3.0% | -31.0% | -44.5% |
| All | -34.0% | -8.7% | -25.3% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling