-23.4%
CLF vs S
+41.6%
-65.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +10.4% | +2.0% | +8.4% | +9.8% |
| 30D | +0.6% | -2.7% | +3.3% | +1.1% |
| 3M | +4.1% | -6.9% | +11.0% | +5.1% |
| 6M | +15.1% | +38.1% | -23.0% | +2.3% |
| YTD | -4.7% | +48.0% | -52.7% | -18.7% |
| 1Y | +20.4% | +34.5% | -14.1% | +5.8% |
| 3Y | -23.4% | +38.3% | -61.7% | -26.2% |
| All | -23.4% | +41.6% | -65.0% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling