-17.5%
CLF vs TPR
+292.1%
-309.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -2.3% | +9.9% | +8.5% |
| 30D | -1.2% | -23.0% | +21.8% | +7.5% |
| 3M | -13.4% | -12.5% | -0.9% | -10.6% |
| 6M | +15.4% | -21.4% | +36.9% | +23.6% |
| YTD | -5.9% | -3.5% | -2.4% | -6.8% |
| 1Y | +18.8% | +17.4% | +1.5% | +9.1% |
| All | -17.5% | +292.1% | -309.6% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling