-23.4%
CLF vs USFR
+14.4%
-37.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | +0.1% | +10.3% | +10.3% |
| 30D | +0.6% | +0.4% | +0.2% | +0.2% |
| 3M | +4.1% | +1.1% | +3.1% | +3.0% |
| 6M | +15.1% | +2.0% | +13.1% | +11.1% |
| YTD | -4.7% | +3.5% | -8.2% | -14.8% |
| 1Y | +20.4% | +4.1% | +16.3% | +2.7% |
| 3Y | -23.4% | +14.4% | -37.7% | -24.7% |
| All | -23.4% | +14.4% | -37.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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