+207.2%
C vs CLF
+80.0%
+127.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +4.7% | +16.0% | -11.2% | +0.9% |
| 30D | +0.2% | +1.6% | -1.5% | -1.2% |
| 3M | -9.3% | +6.7% | -16.0% | -12.3% |
| 6M | -0.8% | +21.1% | -22.0% | -8.5% |
| YTD | +8.5% | -1.6% | +10.1% | +3.5% |
| 1Y | +23.1% | +18.5% | +4.6% | +11.6% |
| 3Y | +220.8% | -21.0% | +241.8% | +195.0% |
| 5Y | +112.4% | -41.4% | +153.8% | +98.5% |
| All | +207.2% | +80.0% | +127.2% | +64.4% |
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 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