+208.6%
B vs CLF
+82.3%
+126.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.9% | -11.0% | -6.6% |
| 7D | +7.1% | -9.1% | +16.2% | +7.9% |
| 30D | -3.3% | -0.9% | -2.4% | -3.7% |
| 3M | -2.5% | +3.0% | -5.5% | -3.5% |
| 6M | -7.2% | +16.7% | -23.9% | -9.5% |
| YTD | -7.4% | -3.2% | -4.2% | -8.6% |
| 1Y | +16.4% | +24.6% | -8.2% | +12.3% |
| 3Y | +178.7% | -22.3% | +201.0% | +172.5% |
| 5Y | +121.7% | -41.2% | +162.9% | +116.6% |
| 10Y | +208.6% | +83.5% | +125.1% | +174.3% |
| All | +208.6% | +82.3% | +126.3% | +174.3% |
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