+63.9%
CSCO vs CLF
+20.0%
+44.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.4% |
| 7D | -0.7% | +7.6% | -8.2% | -1.5% |
| 30D | -10.1% | -1.2% | -8.9% | -10.1% |
| 3M | -15.7% | -13.4% | -2.3% | -14.7% |
| 6M | +36.3% | +15.4% | +20.9% | +34.0% |
| YTD | +43.8% | -5.9% | +49.7% | +42.5% |
| 1Y | +63.9% | +18.8% | +45.1% | +64.4% |
| All | +63.9% | +20.0% | +44.0% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling