+39.3%
BE vs CLF
+14.6%
+24.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.0% | +4.9% | +8.9% |
| 7D | -1.2% | -14.1% | +12.9% | +5.4% |
| 30D | -30.9% | -5.5% | -25.3% | -29.3% |
| 3M | -11.6% | 0.0% | -11.6% | -11.9% |
| 6M | -25.7% | +11.3% | -37.0% | -29.4% |
| YTD | +123.1% | -7.7% | +130.8% | +108.2% |
| All | +39.3% | +14.6% | +24.7% | -0.4% |
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