+13,709.1%
COST vs CLF
+698.4%
+13,010.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.0% | -5.8% | +0.6% |
| 7D | +2.5% | -14.1% | +16.5% | +3.6% |
| 30D | +12.8% | -5.5% | +18.3% | +12.9% |
| 3M | +12.7% | 0.0% | +12.7% | +11.9% |
| 6M | +6.0% | +11.3% | -5.2% | +3.6% |
| YTD | +24.4% | -7.7% | +32.0% | +22.7% |
| 1Y | +16.2% | +17.5% | -1.3% | +11.9% |
| 3Y | +96.9% | -25.4% | +122.3% | +90.7% |
| 5Y | +121.1% | -46.0% | +167.1% | +116.0% |
| 10Y | +758.4% | +80.1% | +678.4% | +578.7% |
| All | +13,709.1% | +698.4% | +13,010.6% | +4,958.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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