+398.1%
CLF vs RUN
-31.9%
+430.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | -13.4% | -40.0% | +26.6% | -5.9% |
| 6M | +15.4% | -27.0% | +42.4% | +20.1% |
| YTD | -5.9% | -51.7% | +45.8% | +3.4% |
| 1Y | +18.8% | -45.9% | +64.7% | +27.0% |
| 3Y | -19.4% | -43.8% | +24.4% | -32.0% |
| 5Y | -47.7% | -80.5% | +32.8% | -49.7% |
| 10Y | +130.4% | +45.3% | +85.1% | +22.9% |
| All | +398.1% | -31.9% | +430.1% | +177.5% |
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 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