+697.3%
DELL vs CLF
-14.9%
+712.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.1% |
| 7D | +14.9% | +7.6% | +7.3% | +13.0% |
| 30D | +13.3% | -1.2% | +14.5% | +13.7% |
| 3M | +24.4% | -13.4% | +37.8% | +28.0% |
| 6M | +258.0% | +15.4% | +242.6% | +241.8% |
| YTD | +320.2% | -5.9% | +326.1% | +316.1% |
| 1Y | +319.1% | +18.8% | +300.2% | +282.5% |
| All | +697.3% | -14.9% | +712.1% | +633.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling