+565.7%
AMZN vs CLF
+133.3%
+432.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | -0.7% | -3.5% | +2.9% | -0.2% |
| 30D | -3.9% | -1.6% | -2.4% | -3.9% |
| 3M | +6.3% | -12.0% | +18.4% | +7.4% |
| 6M | +20.8% | +30.0% | -9.2% | +14.9% |
| YTD | +11.2% | -9.2% | +20.4% | +10.3% |
| 1Y | +11.7% | +2.3% | +9.4% | +7.6% |
| 3Y | +79.4% | -14.4% | +93.8% | +70.2% |
| 5Y | +48.0% | -48.3% | +96.4% | +46.2% |
| All | +565.7% | +133.3% | +432.4% | +461.3% |
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