+214.8%
B vs CLF
+74.2%
+140.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.3% |
| 7D | -7.3% | +10.4% | -17.7% | -8.3% |
| 30D | -3.3% | +0.6% | -3.9% | -3.9% |
| 3M | -7.8% | +4.1% | -11.9% | -8.8% |
| 6M | -15.5% | +15.1% | -30.7% | -17.5% |
| YTD | -12.3% | -4.7% | -7.5% | -13.3% |
| 1Y | +5.4% | +20.4% | -15.0% | +2.0% |
| 3Y | +165.5% | -23.4% | +188.9% | +160.0% |
| 5Y | +107.0% | -43.3% | +150.3% | +102.8% |
| All | +214.8% | +74.2% | +140.7% | +182.3% |
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