+1,803.2%
BE vs CLF
-20.4%
+1,823.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +20.5% | +16.0% | +4.6% | +15.9% |
| 30D | -23.4% | +1.6% | -25.0% | -23.7% |
| 3M | -14.9% | +6.7% | -21.5% | -16.4% |
| 6M | -28.1% | +21.1% | -49.2% | -31.8% |
| YTD | +132.4% | -1.6% | +134.0% | +127.0% |
| 1Y | +59.4% | +18.5% | +40.9% | +50.6% |
| All | +1,803.2% | -20.4% | +1,823.6% | +1,595.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling