+719.8%
CLF vs WY
+606.3%
+113.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +6.3% |
| 7D | -9.1% | +0.2% | -9.2% | -9.7% |
| 30D | -0.9% | +8.0% | -8.9% | -7.0% |
| 3M | +3.0% | -17.7% | +20.6% | +13.7% |
| 6M | +16.7% | -10.8% | +27.5% | +22.1% |
| YTD | -3.2% | -10.6% | +7.4% | +0.9% |
| 1Y | +24.6% | -5.7% | +30.3% | +25.3% |
| 3Y | -22.3% | -24.8% | +2.5% | -11.0% |
| 5Y | -41.2% | -31.7% | -9.5% | -27.4% |
| 10Y | +83.5% | +2.9% | +80.6% | +75.3% |
| All | +719.8% | +606.3% | +113.5% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling