-47.8%
CLF vs SW
-2.3%
-45.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | +7.6% | -5.1% | +12.7% | +9.1% |
| 30D | -1.2% | -4.6% | +3.4% | -0.1% |
| 3M | -13.4% | +9.4% | -22.8% | -15.8% |
| 6M | +15.4% | +3.5% | +11.9% | +13.7% |
| YTD | -5.9% | +22.0% | -27.9% | -11.3% |
| 1Y | +18.8% | +2.2% | +16.6% | +16.5% |
| 3Y | -19.4% | +19.6% | -39.0% | -22.9% |
| All | -47.8% | -2.3% | -45.5% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling