+87.5%
CLF vs TPR
+378.8%
-291.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.0% |
| 7D | +2.3% | +6.4% | -4.1% | -1.4% |
| 30D | +1.9% | +13.8% | -11.8% | -5.7% |
| 3M | +5.9% | -16.6% | +22.5% | +12.8% |
| 6M | +16.9% | +0.7% | +16.2% | +12.2% |
| YTD | -1.1% | +5.3% | -6.4% | -8.1% |
| 1Y | +28.8% | +32.4% | -3.5% | +6.3% |
| 3Y | -20.6% | +406.4% | -427.0% | -70.1% |
| 5Y | -41.5% | +227.9% | -269.4% | -73.1% |
| 10Y | +87.5% | +371.7% | -284.2% | -46.2% |
| All | +87.5% | +378.8% | -291.3% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling