+1,163.5%
C vs CLF
+714.0%
+449.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | +3.6% | +7.6% | -3.9% | +1.7% |
| 30D | +0.1% | -1.2% | +1.2% | +0.2% |
| 3M | +2.4% | -13.4% | +15.8% | +4.8% |
| 6M | +24.9% | +15.4% | +9.5% | +17.9% |
| YTD | +19.8% | -5.9% | +25.7% | +17.4% |
| 1Y | +44.9% | +18.8% | +26.0% | +30.8% |
| 3Y | +263.0% | -19.4% | +282.4% | +236.4% |
| 5Y | +129.5% | -47.7% | +177.2% | +123.3% |
| 10Y | +291.6% | +130.4% | +161.2% | +119.7% |
| All | +1,163.5% | +714.0% | +449.5% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling