-22.3%
CLF vs GEN
+66.2%
-88.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.7% |
| 7D | -9.1% | +1.0% | -10.1% | -9.4% |
| 30D | -0.9% | +29.1% | -30.0% | -8.4% |
| 3M | +3.0% | +2.9% | +0.1% | +1.1% |
| 6M | +16.7% | +33.6% | -16.9% | +3.3% |
| YTD | -3.2% | +12.0% | -15.2% | -8.4% |
| 1Y | +24.6% | +16.2% | +8.4% | +15.8% |
| 3Y | -22.3% | +65.1% | -87.4% | -38.9% |
| All | -22.3% | +66.2% | -88.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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