-18.1%
CLF vs XRT
+529.0%
-547.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.6% |
| 7D | -19.6% | +0.9% | -20.5% | -21.0% |
| 30D | -5.0% | +7.9% | -12.9% | -14.5% |
| 3M | -6.3% | -0.2% | -6.1% | -8.3% |
| 6M | +2.8% | +5.6% | -2.8% | -6.7% |
| YTD | -13.7% | +5.7% | -19.4% | -21.4% |
| 1Y | +13.6% | +14.6% | -1.0% | -5.9% |
| 3Y | -34.0% | +50.7% | -84.7% | -59.6% |
| 5Y | -48.7% | -4.8% | -43.9% | -49.6% |
| 10Y | +113.4% | +152.6% | -39.2% | -39.9% |
| All | -18.1% | +529.0% | -547.1% | -93.4% |
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