+55.3%
BE vs CLF
+12.5%
+42.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.2% | +2.8% | -2.9% |
| 7D | -12.1% | -7.9% | -4.2% | -9.4% |
| 30D | -30.1% | +5.2% | -35.3% | -31.9% |
| 3M | -12.1% | +4.3% | -16.5% | -14.4% |
| 6M | -30.6% | +25.3% | -55.8% | -37.4% |
| YTD | +130.6% | -3.3% | +133.9% | +111.7% |
| 1Y | +55.3% | +20.2% | +35.1% | +11.4% |
| All | +55.3% | +12.5% | +42.8% | +11.4% |
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