-34.0%
CLF vs WY
-25.3%
-8.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +3.2% |
| 7D | -19.6% | +3.1% | -22.7% | -21.2% |
| 30D | -5.0% | +13.0% | -18.0% | -12.3% |
| 3M | -6.3% | -16.8% | +10.5% | +3.6% |
| 6M | +2.8% | -11.2% | +14.0% | +8.7% |
| YTD | -13.7% | -9.1% | -4.6% | -10.3% |
| 1Y | +13.6% | -4.8% | +18.3% | +14.2% |
| 3Y | -34.0% | -25.3% | -8.7% | -24.4% |
| All | -34.0% | -25.3% | -8.7% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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