+165.4%
CLF vs TRU
+243.5%
-78.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.7% |
| 7D | -19.6% | +5.7% | -25.3% | -22.2% |
| 30D | -5.0% | +29.2% | -34.2% | -18.6% |
| 3M | -6.3% | +2.7% | -8.9% | -10.4% |
| 6M | +2.8% | +15.2% | -12.4% | -9.5% |
| YTD | -13.7% | -4.9% | -8.8% | -17.8% |
| 1Y | +13.6% | +3.4% | +10.2% | +2.7% |
| 3Y | -34.0% | +63.2% | -97.2% | -56.8% |
| 5Y | -48.7% | -26.6% | -22.2% | -46.9% |
| 10Y | +113.4% | +172.8% | -59.4% | -9.5% |
| All | +165.4% | +243.5% | -78.1% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling