+1,574.6%
BE vs CLF
-18.8%
+1,593.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.9% |
| 7D | +20.0% | +7.6% | +12.4% | +17.7% |
| 30D | +7.9% | -1.2% | +9.1% | +8.1% |
| 3M | -13.2% | -13.4% | +0.2% | -10.6% |
| 6M | +53.5% | +15.4% | +38.0% | +46.8% |
| YTD | +191.0% | -5.9% | +196.9% | +187.9% |
| 1Y | +360.5% | +18.8% | +341.7% | +332.5% |
| All | +1,574.6% | -18.8% | +1,593.5% | +1,474.5% |
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