-16.0%
CLF vs VRSK
-26.6%
+10.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.3% |
| 7D | -3.7% | -7.7% | +4.1% | -4.5% |
| 30D | -4.7% | -2.8% | -1.8% | -4.9% |
| 3M | -4.7% | -3.7% | -1.0% | -4.8% |
| 6M | +24.0% | -12.8% | +36.8% | +23.3% |
| YTD | -10.9% | -21.0% | +10.0% | -11.0% |
| 1Y | +4.0% | -32.5% | +36.5% | +5.8% |
| All | -16.0% | -26.6% | +10.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling