-48.2%
CLF vs SCHG
+81.9%
-130.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.9% |
| 7D | -2.7% | -0.9% | -1.8% | -1.8% |
| 30D | -3.2% | -2.3% | -0.9% | -0.8% |
| 3M | -5.0% | +4.5% | -9.5% | -9.9% |
| 6M | +26.6% | +13.6% | +13.0% | +10.5% |
| YTD | -9.0% | +7.6% | -16.5% | -15.9% |
| 1Y | +11.8% | +13.0% | -1.2% | -0.8% |
| 3Y | -15.1% | +87.0% | -102.1% | -53.8% |
| All | -48.2% | +81.9% | -130.1% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling