+80.4%
CLF vs RF
+219.4%
-139.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.2% |
| 7D | +16.0% | +0.4% | +15.6% | +15.7% |
| 30D | +1.6% | +5.6% | -3.9% | -2.8% |
| 3M | +6.7% | -8.9% | +15.6% | +14.1% |
| 6M | +21.1% | +7.1% | +14.0% | +13.6% |
| YTD | -1.6% | +8.3% | -9.9% | -8.4% |
| 1Y | +18.5% | +16.8% | +1.7% | +3.9% |
| 3Y | -21.0% | +115.0% | -136.0% | -57.0% |
| 5Y | -41.4% | +46.4% | -87.8% | -59.4% |
| All | +80.4% | +219.4% | -139.0% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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