-34.0%
CLF vs TRU
+65.0%
-99.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.3% |
| 7D | -19.6% | +5.7% | -25.3% | -21.1% |
| 30D | -5.0% | +29.2% | -34.2% | -13.9% |
| 3M | -6.3% | +2.7% | -8.9% | -8.6% |
| 6M | +2.8% | +15.2% | -12.4% | -5.5% |
| YTD | -13.7% | -4.9% | -8.8% | -15.3% |
| 1Y | +13.6% | +3.4% | +10.2% | +6.5% |
| 3Y | -34.0% | +63.2% | -97.2% | -45.3% |
| All | -34.0% | +65.0% | -99.0% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling