+24.0%
B vs CLF
+14.6%
+9.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.8% | +2.7% |
| 7D | +11.3% | -14.1% | +25.4% | +14.4% |
| 30D | +2.9% | -5.5% | +8.5% | +3.1% |
| 3M | -2.9% | 0.0% | -2.9% | -4.7% |
| 6M | -1.2% | +11.3% | -12.5% | -6.1% |
| YTD | -1.3% | -7.7% | +6.3% | -5.2% |
| All | +24.0% | +14.6% | +9.4% | +3.6% |
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