-25.4%
CLF vs S
+49.1%
-74.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.0% | -1.1% | +4.9% |
| 7D | -14.1% | +1.6% | -15.6% | -14.3% |
| 30D | -5.5% | -10.5% | +4.9% | -3.2% |
| 3M | 0.0% | +9.9% | -9.9% | -3.6% |
| 6M | +11.3% | +41.8% | -30.5% | -1.6% |
| YTD | -7.7% | +56.8% | -64.5% | -22.4% |
| 1Y | +17.5% | +39.0% | -21.5% | +2.8% |
| 3Y | -25.4% | +53.8% | -79.3% | -29.4% |
| All | -25.4% | +49.1% | -74.6% | -29.4% |
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