+45.9%
CSCO vs CLF
+12.5%
+33.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.2% | +9.8% | +1.8% |
| 7D | -6.1% | -7.9% | +1.8% | -5.2% |
| 30D | -8.2% | +5.2% | -13.4% | -9.1% |
| 3M | -14.6% | +4.3% | -18.9% | -15.6% |
| 6M | +12.7% | +25.3% | -12.6% | +9.1% |
| YTD | +37.0% | -3.3% | +40.3% | +33.9% |
| 1Y | +45.9% | +20.2% | +25.7% | +39.5% |
| All | +45.9% | +12.5% | +33.4% | +39.5% |
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 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