-47.8%
CLF vs RUN
-80.5%
+32.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +7.6% | +1.3% | +6.3% | +7.4% |
| 30D | -1.2% | -15.3% | +14.1% | +0.9% |
| 3M | -13.4% | -40.0% | +26.6% | -7.7% |
| 6M | +15.4% | -27.0% | +42.4% | +19.0% |
| YTD | -5.9% | -51.7% | +45.8% | +1.3% |
| 1Y | +18.8% | -45.9% | +64.7% | +25.4% |
| 3Y | -19.4% | -43.8% | +24.4% | -28.6% |
| All | -47.8% | -80.5% | +32.7% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling