-47.8%
CLF vs TAP
+2.2%
-50.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +7.6% | -2.3% | +9.9% | +8.5% |
| 30D | -1.2% | -2.1% | +1.0% | -0.8% |
| 3M | -13.4% | +6.6% | -20.0% | -16.4% |
| 6M | +15.4% | -11.5% | +26.9% | +19.8% |
| YTD | -5.9% | -10.3% | +4.4% | -3.1% |
| 1Y | +18.8% | -14.4% | +33.2% | +24.2% |
| 3Y | -19.4% | -28.3% | +8.9% | -10.0% |
| All | -47.8% | +2.2% | -50.0% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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