+206.6%
C vs CLF
-34.5%
+241.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -12.2% | +7.2% | -3.2% |
| 7D | -5.3% | -21.0% | +15.7% | -2.0% |
| 30D | -7.3% | -8.0% | +0.7% | -6.7% |
| 3M | -13.5% | -10.9% | -2.6% | -12.7% |
| 6M | -6.5% | +5.8% | -12.3% | -9.2% |
| YTD | +3.6% | -15.1% | +18.7% | +3.0% |
| 1Y | +18.9% | +7.2% | +11.7% | +13.4% |
| All | +206.6% | -34.5% | +241.1% | +191.1% |
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 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