+18.8%
CLF vs SW
+1.0%
+17.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.1% |
| 7D | +7.6% | -5.1% | +12.7% | +10.5% |
| 30D | -1.2% | -4.6% | +3.4% | +0.9% |
| 3M | -13.4% | +9.4% | -22.8% | -18.8% |
| 6M | +15.4% | +3.5% | +11.9% | +10.8% |
| YTD | -5.9% | +22.0% | -27.9% | -19.8% |
| 1Y | +18.8% | +2.2% | +16.6% | +10.8% |
| All | +18.8% | +1.0% | +17.8% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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