+718.5%
CLF vs RF
+1,462.6%
-744.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.5% | -10.7% | -9.8% |
| 7D | -7.9% | +2.3% | -10.1% | -8.8% |
| 30D | +5.2% | +7.2% | -2.0% | +1.9% |
| 3M | +4.3% | -8.2% | +12.5% | +7.8% |
| 6M | +25.3% | +7.0% | +18.2% | +21.1% |
| YTD | -3.3% | +10.3% | -13.6% | -7.5% |
| 1Y | +20.2% | +25.1% | -4.8% | +9.2% |
| 3Y | -25.0% | +110.3% | -135.3% | -44.5% |
| 5Y | -42.1% | +47.1% | -89.2% | -51.1% |
| 10Y | +139.1% | +297.9% | -158.8% | +45.4% |
| All | +718.5% | +1,462.6% | -744.1% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling