+20.2%
CLF vs SCHG
+5.5%
+14.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.3% | -10.4% | -10.6% |
| 7D | -7.9% | -2.5% | -5.4% | -5.3% |
| 30D | +5.2% | -5.4% | +10.7% | +12.4% |
| 3M | +4.3% | -2.2% | +6.5% | +7.0% |
| 6M | +25.3% | +5.2% | +20.1% | +17.8% |
| YTD | -3.3% | +6.8% | -10.1% | -12.4% |
| 1Y | +20.2% | +5.9% | +14.3% | +11.0% |
| All | +20.2% | +5.5% | +14.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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