+123.7%
CLF vs ALL
+368.3%
-244.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.6% |
| 7D | +7.6% | 0.0% | +7.5% | +7.5% |
| 30D | -1.2% | -1.5% | +0.3% | -0.7% |
| 3M | -13.4% | +23.6% | -37.0% | -25.3% |
| 6M | +15.4% | +22.3% | -6.9% | -0.4% |
| YTD | -5.9% | +26.5% | -32.4% | -21.1% |
| 1Y | +18.8% | +27.0% | -8.2% | -1.6% |
| 3Y | -19.4% | +149.6% | -169.0% | -62.4% |
| 5Y | -47.7% | +118.1% | -165.8% | -74.0% |
| All | +123.7% | +368.3% | -244.6% | -53.9% |
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