+136.8%
DELL vs CLF
+20.2%
+116.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.9% | -8.3% | -5.2% |
| 7D | -18.1% | -9.1% | -9.1% | -15.3% |
| 30D | -42.9% | -0.9% | -41.9% | -42.6% |
| 3M | -26.9% | +3.0% | -29.8% | -27.6% |
| 6M | +28.8% | +16.7% | +12.1% | +22.6% |
| YTD | +168.4% | -3.2% | +171.6% | +158.7% |
| 1Y | +136.8% | +24.6% | +112.2% | +110.1% |
| All | +136.8% | +20.2% | +116.6% | +110.1% |
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 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