+2.8%
CLF vs TRU
+18.3%
-15.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.2% |
| 7D | -19.6% | +5.7% | -25.3% | -18.5% |
| 30D | -5.0% | +29.2% | -34.2% | -2.0% |
| 3M | -6.3% | +2.7% | -8.9% | -6.4% |
| 6M | +2.8% | +15.2% | -12.4% | +6.0% |
| All | +2.8% | +18.3% | -15.5% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling