+265.0%
C vs CLF
-18.8%
+283.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | +3.6% | +7.6% | -3.9% | +2.3% |
| 30D | +0.1% | -1.2% | +1.2% | +0.1% |
| 3M | +2.4% | -13.4% | +15.8% | +4.2% |
| 6M | +24.9% | +15.4% | +9.5% | +20.2% |
| YTD | +19.8% | -5.9% | +25.7% | +18.2% |
| 1Y | +44.9% | +18.8% | +26.0% | +34.5% |
| All | +265.0% | -18.8% | +283.8% | +240.6% |
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