+395.0%
CLF vs TRI
+561.6%
-166.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +5.9% |
| 7D | +7.6% | -0.5% | +8.1% | +7.4% |
| 30D | -1.2% | +7.9% | -9.1% | -8.3% |
| 3M | -13.4% | +24.1% | -37.4% | -30.8% |
| 6M | +15.4% | +3.8% | +11.6% | +0.8% |
| YTD | -5.9% | -16.9% | +11.0% | -5.2% |
| 1Y | +18.8% | -38.4% | +57.2% | +54.0% |
| 3Y | -19.4% | -12.2% | -7.2% | -29.5% |
| 5Y | -47.7% | -1.8% | -45.9% | -59.3% |
| 10Y | +130.4% | +207.6% | -77.2% | -44.4% |
| All | +395.0% | +561.6% | -166.7% | -39.4% |
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