+82.6%
AAPL vs CLF
-14.9%
+97.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.7% |
| 7D | +0.1% | +7.6% | -7.5% | -0.9% |
| 30D | +3.0% | -1.2% | +4.2% | +3.0% |
| 3M | +2.9% | -13.4% | +16.3% | +4.2% |
| 6M | +22.1% | +15.4% | +6.7% | +18.4% |
| YTD | +18.0% | -5.9% | +23.9% | +16.8% |
| 1Y | +33.9% | +18.8% | +15.1% | +26.6% |
| All | +82.6% | -14.9% | +97.5% | +68.6% |
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