-51.4%
CLF vs RUN
-82.6%
+31.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | -19.6% | +33.4% | -53.0% | -23.0% |
| 30D | -5.0% | +31.1% | -36.1% | -9.1% |
| 3M | -6.3% | +6.4% | -12.7% | -8.0% |
| 6M | +2.8% | -22.2% | +25.0% | +4.7% |
| YTD | -13.7% | -45.8% | +32.1% | -9.3% |
| 1Y | +13.6% | -51.1% | +64.7% | +20.4% |
| 3Y | -34.0% | -3.0% | -31.0% | -47.5% |
| All | -51.4% | -82.6% | +31.1% | -49.2% |
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 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