+4,177.7%
DELL vs CLF
+116.4%
+4,061.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +8.7% | -2.7% | +11.4% | +9.3% |
| 30D | +16.9% | -3.2% | +20.1% | +17.7% |
| 3M | +40.4% | -5.0% | +45.4% | +41.0% |
| 6M | +267.1% | +26.6% | +240.5% | +247.5% |
| YTD | +329.1% | -9.0% | +338.1% | +329.1% |
| 1Y | +346.9% | +11.8% | +335.1% | +322.6% |
| 3Y | +696.6% | -15.1% | +711.7% | +655.9% |
| 5Y | +1,106.2% | -48.2% | +1,154.4% | +1,098.0% |
| 10Y | +4,177.7% | +127.6% | +4,050.2% | +2,980.0% |
| All | +4,177.7% | +116.4% | +4,061.3% | +2,980.0% |
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