+696.9%
CLF vs TAP
+825.0%
-128.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +7.6% | -2.3% | +9.9% | +8.4% |
| 30D | -1.2% | -2.1% | +1.0% | -0.8% |
| 3M | -13.4% | +6.6% | -20.0% | -15.8% |
| 6M | +15.4% | -11.5% | +26.9% | +18.6% |
| YTD | -5.9% | -10.3% | +4.4% | -3.8% |
| 1Y | +18.8% | -14.4% | +33.2% | +22.7% |
| 3Y | -19.4% | -28.3% | +8.9% | -12.6% |
| 5Y | -47.7% | +1.7% | -49.4% | -49.6% |
| 10Y | +130.4% | -49.2% | +179.6% | +162.7% |
| All | +696.9% | +825.0% | -128.1% | +518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling