+146.2%
B vs CLF
-47.4%
+193.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.8% | +3.1% |
| 7D | +11.3% | -14.1% | +25.4% | +13.6% |
| 30D | +2.9% | -5.5% | +8.5% | +3.1% |
| 3M | -2.9% | 0.0% | -2.9% | -3.9% |
| 6M | -1.2% | +11.3% | -12.5% | -4.4% |
| YTD | -1.3% | -7.7% | +6.3% | -2.8% |
| 1Y | +30.4% | +17.5% | +12.9% | +24.0% |
| 3Y | +195.3% | -25.4% | +220.7% | +189.4% |
| 5Y | +146.2% | -46.0% | +192.2% | +137.0% |
| All | +146.2% | -47.4% | +193.7% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling