+124.6%
CLF vs SCHG
+459.0%
-334.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.9% |
| 7D | -3.5% | -1.0% | -2.5% | -2.3% |
| 30D | -1.6% | -1.3% | -0.3% | -0.1% |
| 3M | -12.0% | +5.4% | -17.5% | -18.0% |
| 6M | +30.0% | +14.4% | +15.5% | +11.0% |
| YTD | -9.2% | +8.0% | -17.2% | -17.1% |
| 1Y | +2.3% | +12.7% | -10.4% | -10.2% |
| 3Y | -14.4% | +85.6% | -100.0% | -57.8% |
| 5Y | -48.3% | +85.5% | -133.8% | -74.7% |
| All | +124.6% | +459.0% | -334.4% | -83.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling