+13.6%
CLF vs S
+31.6%
-18.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -19.6% | -13.4% | -6.1% | -19.0% |
| 30D | -5.0% | -14.0% | +9.0% | -4.4% |
| 3M | -6.3% | +4.9% | -11.2% | -5.6% |
| 6M | +2.8% | +42.0% | -39.2% | +2.2% |
| YTD | -13.7% | +45.1% | -58.8% | -15.5% |
| 1Y | +13.6% | +33.1% | -19.5% | +14.1% |
| All | +13.6% | +31.6% | -18.0% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling