+25.9%
CSCO vs CLF
+15.2%
+10.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.2% | -3.0% | -5.8% |
| 7D | +1.9% | +10.4% | -8.5% | +0.5% |
| 30D | -15.8% | +0.6% | -16.4% | -16.2% |
| 3M | -15.4% | +4.1% | -19.5% | -16.4% |
| 6M | -5.4% | +15.1% | -20.5% | -7.3% |
| YTD | +26.5% | -4.7% | +31.2% | +23.3% |
| 1Y | +25.9% | +20.4% | +5.5% | +18.4% |
| All | +25.9% | +15.2% | +10.7% | +18.4% |
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