+11,743.1%
COST vs CLF
+714.0%
+11,029.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.2% |
| 7D | -3.1% | +7.6% | -10.7% | -3.8% |
| 30D | -2.8% | -1.2% | -1.6% | -2.8% |
| 3M | -5.7% | -13.4% | +7.7% | -5.0% |
| 6M | -8.8% | +15.4% | -24.2% | -10.9% |
| YTD | +6.7% | -5.9% | +12.5% | +5.6% |
| 1Y | -3.6% | +18.8% | -22.5% | -7.5% |
| 3Y | +75.1% | -19.4% | +94.5% | +69.0% |
| 5Y | +108.9% | -47.7% | +156.6% | +105.2% |
| 10Y | +586.2% | +130.4% | +455.8% | +429.2% |
| All | +11,743.1% | +714.0% | +11,029.0% | +4,254.5% |
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