+307.7%
GLW vs CLF
-33.4%
+341.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.3% |
| 7D | -13.9% | -19.6% | +5.6% | -10.5% |
| 30D | -35.0% | -5.0% | -30.0% | -34.4% |
| 3M | -32.4% | -6.3% | -26.1% | -31.7% |
| 6M | -41.3% | +2.8% | -44.1% | -41.9% |
| YTD | +21.8% | -13.7% | +35.6% | +21.8% |
| 1Y | +21.8% | +13.6% | +8.3% | +17.4% |
| 3Y | +307.7% | -34.0% | +341.7% | +287.1% |
| All | +307.7% | -33.4% | +341.1% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 3y: compounded portfolio wealth divided by compounded CLF 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…
3y analysis · Full analysis span regression · 6 months rolling