+20.4%
CLF vs TRU
+0.8%
+19.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | +0.6% | +21.3% | -20.7% | +1.1% |
| 3M | +4.1% | +0.2% | +3.9% | +4.2% |
| 6M | +15.1% | +22.4% | -7.3% | +14.4% |
| YTD | -4.7% | -4.8% | +0.1% | -5.6% |
| 1Y | +20.4% | -0.2% | +20.5% | +17.3% |
| All | +20.4% | +0.8% | +19.6% | +17.3% |
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