+591.6%
AMZN vs CLF
+92.7%
+499.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.0% | +2.0% |
| 7D | +8.7% | -14.1% | +22.8% | +10.7% |
| 30D | +1.7% | -5.5% | +7.3% | +2.1% |
| 3M | -2.8% | 0.0% | -2.8% | -3.5% |
| 6M | -2.1% | +11.3% | -13.4% | -5.3% |
| YTD | +15.6% | -7.7% | +23.3% | +13.6% |
| 1Y | +9.2% | +17.5% | -8.3% | +3.4% |
| 3Y | +89.9% | -25.4% | +115.3% | +82.3% |
| 5Y | +49.3% | -46.0% | +95.2% | +46.1% |
| 10Y | +591.6% | +80.1% | +511.6% | +466.9% |
| All | +591.6% | +92.7% | +499.0% | +466.9% |
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