+696.9%
CLF vs RF
+1,537.4%
-840.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +7.6% | +1.3% | +6.3% | +7.0% |
| 30D | -1.2% | -3.6% | +2.4% | +0.5% |
| 3M | -13.4% | +8.1% | -21.5% | -16.3% |
| 6M | +15.4% | +11.5% | +4.0% | +10.2% |
| YTD | -5.9% | +15.6% | -21.4% | -11.3% |
| 1Y | +18.8% | +15.7% | +3.1% | +11.8% |
| 3Y | -19.4% | +86.9% | -106.3% | -37.5% |
| 5Y | -47.7% | +89.8% | -137.5% | -59.9% |
| 10Y | +130.4% | +344.7% | -214.3% | +34.9% |
| All | +696.9% | +1,537.4% | -840.5% | +245.6% |
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