+83.5%
CLF vs ALL
+372.0%
-288.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +3.3% |
| 7D | -9.1% | -0.1% | -8.9% | -9.2% |
| 30D | -0.9% | +13.8% | -14.7% | -8.7% |
| 3M | +3.0% | -2.8% | +5.7% | +3.3% |
| 6M | +16.7% | +23.7% | -7.0% | -0.6% |
| YTD | -3.2% | +27.3% | -30.4% | -19.8% |
| 1Y | +24.6% | +30.5% | -5.9% | +1.4% |
| 3Y | -22.3% | +113.0% | -135.3% | -58.8% |
| 5Y | -41.2% | +157.6% | -198.8% | -74.8% |
| 10Y | +83.5% | +368.4% | -284.8% | -56.9% |
| All | +83.5% | +372.0% | -288.5% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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