+99.7%
CLF vs ALL
+370.9%
-271.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +4.2% |
| 7D | -19.6% | -1.9% | -17.6% | -18.9% |
| 30D | -5.0% | +13.8% | -18.8% | -12.6% |
| 3M | -6.3% | -7.0% | +0.7% | -3.6% |
| 6M | +2.8% | +18.0% | -15.3% | -10.1% |
| YTD | -13.7% | +24.2% | -37.9% | -27.6% |
| 1Y | +13.6% | +31.2% | -17.6% | -8.2% |
| 3Y | -34.0% | +107.5% | -141.5% | -64.6% |
| 5Y | -48.7% | +144.8% | -193.6% | -77.3% |
| All | +99.7% | +370.9% | -271.2% | -59.3% |
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