-42.0%
CLF vs S
-56.8%
+14.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +7.6% | -7.7% | +15.3% | +9.1% |
| 30D | -1.2% | -5.3% | +4.1% | -0.5% |
| 3M | -13.4% | +20.3% | -33.6% | -17.3% |
| 6M | +15.4% | +47.4% | -31.9% | +4.8% |
| YTD | -5.9% | +32.5% | -38.4% | -13.1% |
| 1Y | +18.8% | +9.5% | +9.3% | +13.9% |
| 3Y | -19.4% | +15.5% | -34.9% | -24.3% |
| 5Y | -47.7% | -71.2% | +23.5% | -46.5% |
| All | -42.0% | -56.8% | +14.8% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling