+417.5%
CLF vs TRI
+584.0%
-166.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +16.0% | -7.5% | +23.5% | +22.1% |
| 30D | +1.6% | +3.9% | -2.3% | -4.5% |
| 3M | +6.7% | +7.2% | -0.5% | -4.7% |
| 6M | +21.1% | +27.0% | -5.8% | -11.6% |
| YTD | -1.6% | -14.0% | +12.5% | -7.6% |
| 1Y | +18.5% | -17.7% | +36.2% | +15.3% |
| 3Y | -21.0% | -10.7% | -10.4% | -34.4% |
| 5Y | -41.4% | +0.6% | -42.0% | -57.0% |
| 10Y | +86.5% | +225.3% | -138.8% | -59.1% |
| All | +417.5% | +584.0% | -166.5% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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