-41.3%
CLF vs S
-51.7%
+10.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +10.4% | +2.0% | +8.4% | +10.0% |
| 30D | +0.6% | -2.7% | +3.3% | +1.0% |
| 3M | +4.1% | -6.9% | +11.0% | +4.7% |
| 6M | +15.1% | +38.1% | -23.0% | +6.1% |
| YTD | -4.7% | +48.0% | -52.7% | -14.3% |
| 1Y | +20.4% | +34.5% | -14.1% | +10.2% |
| 3Y | -23.4% | +38.3% | -61.7% | -30.5% |
| 5Y | -43.3% | -70.9% | +27.6% | -43.5% |
| All | -41.3% | -51.7% | +10.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling