-49.6%
CLF vs TPR
+255.9%
-305.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +7.1% | -19.3% | -15.2% |
| 7D | -21.0% | +13.9% | -34.8% | -25.8% |
| 30D | -8.0% | +14.9% | -22.9% | -14.4% |
| 3M | -10.9% | -15.4% | +4.5% | -6.0% |
| 6M | +5.8% | -4.5% | +10.3% | +4.5% |
| YTD | -15.1% | +6.0% | -21.1% | -20.7% |
| 1Y | +7.2% | +24.3% | -17.1% | -7.3% |
| 3Y | -34.2% | +412.8% | -447.0% | -74.4% |
| 5Y | -49.6% | +258.4% | -308.0% | -76.9% |
| All | -49.6% | +255.9% | -305.5% | -76.9% |
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