-10.7%
CLF vs XRT
+514.3%
-525.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +0.7% |
| 7D | +7.6% | +0.8% | +6.8% | +6.6% |
| 30D | -1.2% | -4.2% | +3.0% | +3.5% |
| 3M | -13.4% | +5.1% | -18.5% | -19.4% |
| 6M | +15.4% | +2.4% | +13.0% | +11.1% |
| YTD | -5.9% | +3.2% | -9.1% | -10.1% |
| 1Y | +18.8% | +1.5% | +17.3% | +16.1% |
| 3Y | -19.4% | +40.6% | -60.0% | -45.5% |
| 5Y | -47.7% | -1.0% | -46.7% | -50.5% |
| 10Y | +130.4% | +128.4% | +2.0% | -24.4% |
| All | -10.7% | +514.3% | -525.0% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling