+223.5%
C vs CLF
+104.8%
+118.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -2.4% | -19.6% | +17.2% | +2.7% |
| 30D | -6.0% | -5.0% | -1.0% | -5.8% |
| 3M | -10.5% | -6.3% | -4.3% | -10.6% |
| 6M | -5.7% | +2.8% | -8.5% | -9.4% |
| YTD | +4.1% | -13.7% | +17.8% | +2.7% |
| 1Y | +20.5% | +13.6% | +6.9% | +10.3% |
| 3Y | +208.1% | -34.0% | +242.1% | +196.9% |
| 5Y | +110.4% | -48.7% | +159.2% | +103.3% |
| All | +223.5% | +104.8% | +118.7% | +72.5% |
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 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