+159.9%
DELL vs CLF
+15.2%
+144.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.2% | -4.0% | -6.0% |
| 7D | +4.9% | +10.4% | -5.5% | +1.3% |
| 30D | -32.1% | +0.6% | -32.6% | -31.9% |
| 3M | -30.2% | +4.1% | -34.3% | -30.9% |
| 6M | +41.7% | +15.1% | +26.6% | +36.0% |
| YTD | +176.6% | -4.7% | +181.3% | +168.4% |
| 1Y | +159.9% | +20.4% | +139.6% | +133.0% |
| All | +159.9% | +15.2% | +144.7% | +133.0% |
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