+306.4%
CSCO vs CLF
+104.8%
+201.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.2% |
| 7D | -10.2% | -19.6% | +9.4% | -7.7% |
| 30D | -20.1% | -5.0% | -15.1% | -19.8% |
| 3M | -22.1% | -6.3% | -15.8% | -21.9% |
| 6M | +3.2% | +2.8% | +0.4% | +1.6% |
| YTD | +24.1% | -13.7% | +37.8% | +23.8% |
| 1Y | +34.6% | +13.6% | +21.0% | +29.3% |
| 3Y | +90.0% | -34.0% | +124.0% | +86.6% |
| 5Y | +88.6% | -48.7% | +137.3% | +85.1% |
| All | +306.4% | +104.8% | +201.6% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling