+99.7%
CLF vs RF
+279.4%
-179.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.0% |
| 7D | -19.6% | -0.9% | -18.7% | -19.0% |
| 30D | -5.0% | +6.0% | -11.0% | -9.5% |
| 3M | -6.3% | -8.9% | +2.6% | +0.3% |
| 6M | +2.8% | +2.3% | +0.4% | -0.3% |
| YTD | -13.7% | +7.6% | -21.3% | -19.3% |
| 1Y | +13.6% | +21.2% | -7.6% | -3.3% |
| 3Y | -34.0% | +108.5% | -142.5% | -63.3% |
| 5Y | -48.7% | +43.2% | -92.0% | -63.9% |
| All | +99.7% | +279.4% | -179.7% | -36.9% |
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