+126.4%
CLF vs RF
+343.3%
-216.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +7.6% | +1.3% | +6.3% | +6.5% |
| 30D | -1.2% | -3.6% | +2.4% | +1.8% |
| 3M | -13.4% | +8.1% | -21.5% | -18.9% |
| 6M | +15.4% | +11.5% | +4.0% | +5.5% |
| YTD | -5.9% | +15.6% | -21.4% | -16.3% |
| 1Y | +18.8% | +15.7% | +3.1% | +5.2% |
| 3Y | -19.4% | +86.9% | -106.3% | -51.6% |
| 5Y | -47.7% | +89.8% | -137.5% | -70.6% |
| All | +126.4% | +343.3% | -216.9% | -45.7% |
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