+13,986.6%
COST vs CLF
+755.7%
+13,230.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.8% |
| 7D | +3.9% | +2.3% | +1.6% | +3.6% |
| 30D | +13.5% | +1.9% | +11.6% | +12.9% |
| 3M | +15.3% | +5.9% | +9.5% | +14.0% |
| 6M | +9.2% | +16.9% | -7.8% | +6.2% |
| YTD | +26.9% | -1.1% | +27.9% | +24.4% |
| 1Y | +19.7% | +28.8% | -9.1% | +14.4% |
| 3Y | +96.0% | -20.6% | +116.6% | +88.8% |
| 5Y | +124.0% | -41.5% | +165.6% | +117.3% |
| 10Y | +760.6% | +87.5% | +673.1% | +578.3% |
| All | +13,986.6% | +755.7% | +13,230.9% | +5,028.5% |
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