+5.8%
CLF vs S
+36.9%
-31.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -8.8% | -3.4% | -12.0% |
| 7D | -21.0% | -16.7% | -4.3% | -20.9% |
| 30D | -8.0% | -17.0% | +9.0% | -8.4% |
| 3M | -10.9% | +2.0% | -12.9% | -8.5% |
| 6M | +5.8% | +35.1% | -29.2% | +16.8% |
| All | +5.8% | +36.9% | -31.0% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling