-69.4%
CLF vs SCHG
+1,135.4%
-1,204.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.6% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +0.2% | -1.5% | +1.7% | +2.2% |
| 3M | -3.1% | +4.4% | -7.5% | -9.2% |
| 6M | +25.0% | +15.7% | +9.3% | +2.8% |
| YTD | -7.5% | +8.3% | -15.8% | -17.0% |
| 1Y | +11.5% | +14.2% | -2.7% | -5.7% |
| 3Y | -13.7% | +88.3% | -102.0% | -62.9% |
| 5Y | -47.0% | +83.5% | -130.4% | -76.9% |
| 10Y | +116.3% | +444.2% | -327.9% | -83.8% |
| All | -69.4% | +1,135.4% | -1,204.8% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling