-34.0%
CLF vs W
+123.5%
-157.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | -19.6% | -3.6% | -16.0% | -19.0% |
| 30D | -5.0% | +7.0% | -11.9% | -7.1% |
| 3M | -6.3% | +7.4% | -13.7% | -9.1% |
| 6M | +2.8% | +69.3% | -66.5% | -14.7% |
| YTD | -13.7% | +11.3% | -25.0% | -20.5% |
| 1Y | +13.6% | +13.2% | +0.4% | +3.6% |
| 3Y | -34.0% | +142.0% | -176.0% | -56.5% |
| All | -34.0% | +123.5% | -157.5% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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