+218.3%
C vs CLF
+83.8%
+134.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.1% |
| 7D | -0.4% | +2.3% | -2.8% | -1.1% |
| 30D | -5.3% | +1.9% | -7.3% | -6.7% |
| 3M | -8.0% | +5.9% | -13.9% | -10.8% |
| 6M | -0.3% | +16.9% | -17.2% | -7.1% |
| YTD | +8.6% | -1.1% | +9.7% | +3.5% |
| 1Y | +25.8% | +28.8% | -3.0% | +11.6% |
| 3Y | +221.2% | -20.6% | +241.8% | +194.9% |
| 5Y | +113.6% | -41.5% | +155.1% | +99.8% |
| 10Y | +218.3% | +87.5% | +130.8% | +69.1% |
| All | +218.3% | +83.8% | +134.5% | +69.1% |
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