+2,876.0%
DELL vs CLF
+80.0%
+2,796.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | +17.1% | +16.0% | +1.1% | +13.4% |
| 30D | -35.1% | +1.6% | -36.7% | -35.2% |
| 3M | -23.3% | +6.7% | -30.0% | -24.3% |
| 6M | +55.8% | +21.1% | +34.7% | +48.6% |
| YTD | +198.0% | -1.6% | +199.6% | +192.9% |
| 1Y | +166.6% | +18.5% | +148.1% | +152.3% |
| 3Y | +427.6% | -21.0% | +448.7% | +406.3% |
| 5Y | +630.6% | -41.4% | +672.0% | +611.5% |
| All | +2,876.0% | +80.0% | +2,796.0% | +1,990.0% |
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 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