-51.4%
CLF vs TPR
+253.5%
-305.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -19.6% | +14.2% | -33.8% | -24.6% |
| 30D | -5.0% | +17.1% | -22.1% | -12.3% |
| 3M | -6.3% | -17.7% | +11.4% | +0.1% |
| 6M | +2.8% | -10.2% | +13.0% | +4.4% |
| YTD | -13.7% | +4.9% | -18.6% | -19.0% |
| 1Y | +13.6% | +36.1% | -22.6% | -5.9% |
| 3Y | -34.0% | +416.5% | -450.4% | -74.5% |
| All | -51.4% | +253.5% | -305.0% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling