+356.7%
CLF vs RUN
-23.6%
+380.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | -19.6% | +33.4% | -53.0% | -24.2% |
| 30D | -5.0% | +31.1% | -36.1% | -10.5% |
| 3M | -6.3% | +6.4% | -12.7% | -8.6% |
| 6M | +2.8% | -22.2% | +25.0% | +5.1% |
| YTD | -13.7% | -45.8% | +32.1% | -8.2% |
| 1Y | +13.6% | -51.1% | +64.7% | +22.2% |
| 3Y | -34.0% | -3.0% | -31.0% | -50.8% |
| 5Y | -48.7% | -82.2% | +33.5% | -49.4% |
| 10Y | +113.4% | +111.9% | +1.6% | +7.2% |
| All | +356.7% | -23.6% | +380.3% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling