-47.0%
CLF vs WY
-21.5%
-25.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -0.6% |
| 7D | +6.5% | -2.1% | +8.6% | +8.2% |
| 30D | +0.2% | -10.5% | +10.7% | +8.6% |
| 3M | -3.1% | -4.9% | +1.8% | -0.7% |
| 6M | +25.0% | -4.9% | +29.9% | +28.1% |
| YTD | -7.5% | -1.7% | -5.8% | -7.9% |
| 1Y | +11.5% | -9.4% | +20.9% | +17.6% |
| 3Y | -13.7% | -22.3% | +8.6% | +1.3% |
| 5Y | -47.0% | -20.5% | -26.4% | -36.0% |
| All | -47.0% | -21.5% | -25.5% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling