+120.3%
CLF vs VRSK
+125.6%
-5.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | -3.7% | -7.7% | +4.1% | -0.4% |
| 30D | -4.7% | -2.8% | -1.8% | -4.1% |
| 3M | -4.7% | -3.7% | -1.0% | -4.7% |
| 6M | +24.0% | -12.8% | +36.8% | +28.4% |
| YTD | -10.9% | -21.0% | +10.0% | -4.0% |
| 1Y | +4.0% | -32.5% | +36.5% | +21.1% |
| 3Y | -16.9% | -26.5% | +9.6% | -12.7% |
| 5Y | -49.3% | -11.5% | -37.8% | -54.3% |
| All | +120.3% | +125.6% | -5.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling