+593.0%
BE vs CLF
+14.8%
+578.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +2.7% |
| 7D | -14.7% | -19.6% | +4.8% | -6.5% |
| 30D | -40.5% | -5.0% | -35.6% | -39.6% |
| 3M | -24.3% | -6.3% | -18.0% | -23.0% |
| 6M | -39.3% | +2.8% | -42.1% | -41.5% |
| YTD | +99.4% | -13.7% | +113.1% | +101.3% |
| 1Y | +26.6% | +13.6% | +13.0% | +14.9% |
| 3Y | +1,616.9% | -34.0% | +1,650.9% | +1,590.4% |
| 5Y | +441.4% | -48.7% | +490.1% | +467.3% |
| All | +593.0% | +14.8% | +578.1% | +243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling