-46.8%
CLF vs S
-52.7%
+5.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -19.6% | -13.4% | -6.1% | -17.3% |
| 30D | -5.0% | -14.0% | +9.0% | -2.4% |
| 3M | -6.3% | +4.9% | -11.2% | -8.0% |
| 6M | +2.8% | +42.0% | -39.2% | -5.8% |
| YTD | -13.7% | +45.1% | -58.8% | -22.1% |
| 1Y | +13.6% | +33.1% | -19.5% | +4.2% |
| 3Y | -34.0% | +40.6% | -74.6% | -40.2% |
| 5Y | -48.7% | -67.5% | +18.7% | -49.1% |
| All | -46.8% | -52.7% | +5.8% | -45.2% |
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