+34.0%
CSCO vs CLF
+9.8%
+24.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.2% |
| 7D | -10.2% | -19.6% | +9.4% | -7.6% |
| 30D | -20.1% | -5.0% | -15.1% | -19.7% |
| 3M | -22.4% | -6.3% | -16.1% | -22.1% |
| 6M | +2.8% | +2.8% | 0.0% | +2.3% |
| YTD | +23.6% | -13.7% | +37.3% | +22.8% |
| 1Y | +34.0% | +13.6% | +20.5% | +31.2% |
| All | +34.0% | +9.8% | +24.3% | +31.2% |
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