+189.5%
CLF vs TRU
+238.0%
-48.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.9% | +7.7% | +4.9% |
| 7D | +7.6% | -6.8% | +14.3% | +11.3% |
| 30D | -1.2% | 0.0% | -1.2% | -2.0% |
| 3M | -13.4% | +13.3% | -26.7% | -21.2% |
| 6M | +15.4% | +3.4% | +12.0% | +9.7% |
| YTD | -5.9% | -6.4% | +0.5% | -7.6% |
| 1Y | +18.8% | -9.7% | +28.5% | +17.4% |
| 3Y | -19.4% | +0.1% | -19.6% | -29.4% |
| 5Y | -47.7% | -34.0% | -13.7% | -40.6% |
| 10Y | +130.4% | +147.9% | -17.5% | +7.2% |
| All | +189.5% | +238.0% | -48.5% | +20.8% |
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 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