-85.0%
CLF vs SW
+743.1%
-828.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.1% | -13.3% | -9.6% |
| 7D | -7.9% | +12.1% | -19.9% | -8.9% |
| 30D | +5.2% | +6.6% | -1.3% | +4.5% |
| 3M | +4.3% | -6.0% | +10.3% | +4.7% |
| 6M | +25.3% | +21.5% | +3.8% | +23.1% |
| YTD | -3.3% | +20.3% | -23.6% | -5.0% |
| 1Y | +20.2% | +28.1% | -7.9% | +17.6% |
| 3Y | -25.0% | +51.6% | -76.6% | -26.5% |
| 5Y | -42.1% | -0.1% | -42.0% | -43.2% |
| 10Y | +139.1% | +189.7% | -50.6% | +129.1% |
| All | -85.0% | +743.1% | -828.1% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling