+1,111.0%
AMAT vs CLF
+101.4%
+1,009.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.2% | -1.3% | -10.4% |
| 7D | -24.3% | -21.0% | -3.3% | -19.4% |
| 30D | -39.8% | -8.0% | -31.8% | -38.6% |
| 3M | -40.2% | -10.9% | -29.3% | -38.8% |
| 6M | -22.1% | +5.8% | -27.9% | -24.6% |
| YTD | +24.7% | -15.1% | +39.8% | +25.4% |
| 1Y | +33.3% | +7.2% | +26.0% | +25.8% |
| 3Y | +133.9% | -34.2% | +168.0% | +130.6% |
| 5Y | +117.1% | -49.6% | +166.7% | +118.7% |
| All | +1,111.0% | +101.4% | +1,009.6% | +701.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling