-48.2%
CLF vs VRSK
-10.2%
-38.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -1.9% |
| 7D | -2.7% | -5.4% | +2.7% | -1.8% |
| 30D | -3.2% | -1.8% | -1.4% | -3.2% |
| 3M | -5.0% | -2.2% | -2.7% | -5.3% |
| 6M | +26.6% | -14.9% | +41.5% | +30.2% |
| YTD | -9.0% | -20.0% | +11.1% | -4.6% |
| 1Y | +11.8% | -33.1% | +45.0% | +25.1% |
| 3Y | -15.1% | -25.6% | +10.5% | -13.8% |
| All | -48.2% | -10.2% | -38.0% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling