+696.9%
CLF vs WY
+688.1%
+8.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | +7.6% | -1.7% | +9.3% | +8.7% |
| 30D | -1.2% | -10.1% | +8.9% | +5.2% |
| 3M | -13.4% | -5.1% | -8.2% | -11.4% |
| 6M | +15.4% | -4.8% | +20.2% | +17.9% |
| YTD | -5.9% | -0.2% | -5.6% | -6.7% |
| 1Y | +18.8% | -6.6% | +25.4% | +21.7% |
| 3Y | -19.4% | -22.7% | +3.3% | -7.6% |
| 5Y | -47.7% | -22.2% | -25.5% | -39.5% |
| 10Y | +130.4% | +7.3% | +123.1% | +117.6% |
| All | +696.9% | +688.1% | +8.8% | +373.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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