+29.4%
B vs CLF
+12.5%
+16.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -9.2% | +17.5% | +10.3% |
| 7D | +1.1% | -7.9% | +9.0% | +2.6% |
| 30D | +0.3% | +5.2% | -4.9% | -1.9% |
| 3M | +5.4% | +4.3% | +1.1% | +2.9% |
| 6M | +5.5% | +25.3% | -19.8% | -2.1% |
| YTD | -6.3% | -3.3% | -3.0% | -10.3% |
| 1Y | +29.4% | +20.2% | +9.1% | +11.6% |
| All | +29.4% | +12.5% | +16.8% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling