+803.7%
B vs CLF
+714.0%
+89.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | -1.6% | +7.6% | -9.2% | -2.8% |
| 30D | +9.4% | -1.2% | +10.6% | +9.4% |
| 3M | +5.0% | -13.4% | +18.4% | +6.8% |
| 6M | -3.5% | +15.4% | -19.0% | -6.8% |
| YTD | +4.5% | -5.9% | +10.3% | +3.7% |
| 1Y | +67.8% | +18.8% | +49.0% | +58.8% |
| 3Y | +196.7% | -19.4% | +216.1% | +184.5% |
| 5Y | +151.9% | -47.7% | +199.6% | +148.2% |
| 10Y | +202.2% | +130.4% | +71.8% | +88.0% |
| All | +803.7% | +714.0% | +89.7% | +266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling