+18.8%
CLF vs XRT
+16.2%
+2.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.7% | +3.3% | +5.2% |
| 7D | -14.1% | +2.5% | -16.6% | -14.7% |
| 30D | -5.5% | +10.3% | -15.9% | -10.8% |
| 3M | 0.0% | +2.4% | -2.4% | -0.2% |
| 6M | +11.3% | +10.0% | +1.3% | +2.2% |
| YTD | -7.7% | +9.5% | -17.2% | -13.6% |
| All | +18.8% | +16.2% | +2.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling