+80.1%
CLF vs XRT
+163.3%
-83.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.7% | +3.3% | +3.4% |
| 7D | -14.1% | +2.5% | -16.6% | -16.5% |
| 30D | -5.5% | +10.3% | -15.9% | -15.5% |
| 3M | 0.0% | +2.4% | -2.4% | -4.0% |
| 6M | +11.3% | +10.0% | +1.3% | -1.5% |
| YTD | -7.7% | +9.5% | -17.2% | -17.5% |
| 1Y | +17.5% | +17.2% | +0.4% | -2.0% |
| 3Y | -25.4% | +62.0% | -87.4% | -53.9% |
| 5Y | -46.0% | -2.1% | -43.9% | -46.1% |
| 10Y | +80.1% | +152.6% | -72.5% | -44.3% |
| All | +80.1% | +163.3% | -83.2% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling