+4,681.2%
DELL vs CLF
+107.2%
+4,574.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.1% |
| 7D | +14.9% | +7.6% | +7.3% | +13.4% |
| 30D | +13.3% | -1.2% | +14.5% | +13.7% |
| 3M | +24.4% | -13.4% | +37.8% | +27.2% |
| 6M | +258.0% | +15.4% | +242.6% | +244.6% |
| YTD | +320.2% | -5.9% | +326.1% | +317.4% |
| 1Y | +319.1% | +18.8% | +300.2% | +291.2% |
| 3Y | +706.5% | -19.4% | +725.9% | +672.0% |
| 5Y | +1,071.9% | -47.7% | +1,119.6% | +1,061.1% |
| 10Y | +4,683.5% | +130.4% | +4,553.1% | +3,285.5% |
| All | +4,681.2% | +107.2% | +4,574.0% | +3,350.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling