+138.0%
B vs CLF
-51.2%
+189.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.3% |
| 7D | +9.6% | -19.6% | +29.2% | +13.0% |
| 30D | +3.5% | -5.0% | +8.5% | +3.5% |
| 3M | -1.6% | -6.3% | +4.7% | -1.7% |
| 6M | -1.7% | +2.8% | -4.4% | -3.7% |
| YTD | -5.3% | -13.7% | +8.4% | -5.7% |
| 1Y | +27.2% | +13.6% | +13.6% | +21.7% |
| 3Y | +166.1% | -34.0% | +200.1% | +165.9% |
| All | +138.0% | -51.2% | +189.2% | +130.1% |
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