+143.3%
DELL vs CLF
+12.5%
+130.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.2% | +0.4% | -5.9% |
| 7D | -24.6% | -7.9% | -16.7% | -22.5% |
| 30D | -32.5% | +5.2% | -37.7% | -33.6% |
| 3M | -20.2% | +4.3% | -24.5% | -21.5% |
| 6M | +76.5% | +25.3% | +51.2% | +65.1% |
| YTD | +198.9% | -3.3% | +202.2% | +187.5% |
| 1Y | +143.3% | +20.2% | +123.1% | +112.0% |
| All | +143.3% | +12.5% | +130.8% | +112.0% |
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