+20.2%
CLF vs TRU
+2.1%
+18.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.6% | -13.8% | -8.8% |
| 7D | -7.9% | +10.5% | -18.4% | -7.2% |
| 30D | +5.2% | +28.7% | -23.4% | +5.8% |
| 3M | +4.3% | +0.7% | +3.7% | +4.6% |
| 6M | +25.3% | +19.3% | +5.9% | +24.6% |
| YTD | -3.3% | -3.7% | +0.4% | -4.1% |
| 1Y | +20.2% | +3.4% | +16.8% | +17.5% |
| All | +20.2% | +2.1% | +18.1% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling