+668.0%
BE vs CLF
+26.7%
+641.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -3.6% |
| 7D | +10.8% | +10.4% | +0.4% | +6.6% |
| 30D | -19.8% | +0.6% | -20.3% | -20.2% |
| 3M | -18.7% | +4.1% | -22.8% | -20.6% |
| 6M | -33.7% | +15.1% | -48.8% | -38.9% |
| YTD | +121.0% | -4.7% | +125.7% | +114.7% |
| 1Y | +85.4% | +20.4% | +65.0% | +64.4% |
| 3Y | +1,709.5% | -23.4% | +1,732.9% | +1,574.8% |
| 5Y | +462.2% | -43.3% | +505.5% | +465.1% |
| All | +668.0% | +26.7% | +641.2% | +266.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling