+324.2%
CSCO vs CLF
+82.3%
+241.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.2% |
| 7D | -4.7% | -9.1% | +4.4% | -3.6% |
| 30D | -17.1% | -0.9% | -16.2% | -17.3% |
| 3M | -19.6% | +3.0% | -22.6% | -20.4% |
| 6M | +2.4% | +16.7% | -14.3% | -0.9% |
| YTD | +29.8% | -3.2% | +32.9% | +27.5% |
| 1Y | +38.7% | +24.6% | +14.1% | +31.6% |
| 3Y | +101.3% | -22.3% | +123.6% | +93.4% |
| 5Y | +94.8% | -41.2% | +136.0% | +87.8% |
| 10Y | +324.2% | +83.5% | +240.7% | +201.7% |
| All | +324.2% | +82.3% | +241.9% | +201.7% |
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