-47.0%
CLF vs TRU
-35.2%
-11.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.6% |
| 7D | +6.5% | -7.2% | +13.7% | +9.4% |
| 30D | +0.2% | -2.8% | +3.1% | +0.7% |
| 3M | -3.1% | +13.0% | -16.1% | -9.8% |
| 6M | +25.0% | +0.7% | +24.3% | +21.8% |
| YTD | -7.5% | -9.0% | +1.5% | -7.2% |
| 1Y | +11.5% | -16.3% | +27.8% | +15.3% |
| 3Y | -13.7% | -1.1% | -12.6% | -17.3% |
| 5Y | -47.0% | -36.0% | -11.0% | -34.2% |
| All | -47.0% | -35.2% | -11.7% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling