+87.5%
CLF vs XRT
+145.8%
-58.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +2.3% | -1.4% | +3.8% | +4.1% |
| 30D | +1.9% | +9.8% | -7.8% | -8.3% |
| 3M | +5.9% | +3.3% | +2.6% | +0.8% |
| 6M | +16.9% | +13.6% | +3.3% | +0.3% |
| YTD | -1.1% | +9.1% | -10.1% | -11.2% |
| 1Y | +28.8% | +15.1% | +13.8% | +9.4% |
| 3Y | -20.6% | +59.9% | -80.6% | -50.3% |
| 5Y | -41.5% | -1.7% | -39.8% | -42.0% |
| 10Y | +87.5% | +141.1% | -53.6% | -38.6% |
| All | +87.5% | +145.8% | -58.3% | -38.6% |
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