-13.3%
CLF vs TRU
+0.4%
-13.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.9% | +7.7% | +3.4% |
| 7D | +7.6% | -6.8% | +14.3% | +9.5% |
| 30D | -1.2% | 0.0% | -1.2% | -1.6% |
| 3M | -13.4% | +13.3% | -26.7% | -17.7% |
| 6M | +15.4% | +3.4% | +12.0% | +12.6% |
| YTD | -5.9% | -6.4% | +0.5% | -6.1% |
| 1Y | +18.8% | -9.7% | +28.5% | +19.1% |
| All | -13.3% | +0.4% | -13.7% | +1.8% |
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