+2,566.3%
DELL vs CLF
+82.3%
+2,484.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.9% | -8.3% | -4.5% |
| 7D | -18.1% | -9.1% | -9.1% | -16.3% |
| 30D | -42.9% | -0.9% | -41.9% | -42.7% |
| 3M | -26.9% | +3.0% | -29.8% | -27.3% |
| 6M | +28.8% | +16.7% | +12.1% | +23.7% |
| YTD | +168.4% | -3.2% | +171.6% | +164.7% |
| 1Y | +136.8% | +24.6% | +112.2% | +121.8% |
| 3Y | +375.3% | -22.3% | +397.6% | +357.5% |
| 5Y | +551.0% | -41.2% | +592.2% | +533.7% |
| 10Y | +2,566.3% | +83.5% | +2,482.8% | +1,794.1% |
| All | +2,566.3% | +82.3% | +2,484.0% | +1,794.1% |
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