+2,901.0%
DELL vs CLF
+90.0%
+2,811.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.3% |
| 7D | -22.6% | -19.6% | -3.0% | -18.8% |
| 30D | -43.2% | -5.0% | -38.2% | -42.5% |
| 3M | -24.8% | -6.3% | -18.5% | -23.8% |
| 6M | +38.0% | +2.8% | +35.2% | +36.5% |
| YTD | +163.7% | -13.7% | +177.4% | +166.7% |
| 1Y | +122.5% | +13.6% | +109.0% | +113.2% |
| 3Y | +377.0% | -34.0% | +410.9% | +375.3% |
| 5Y | +542.6% | -48.7% | +591.3% | +543.7% |
| 10Y | +2,554.1% | +113.4% | +2,440.7% | +1,833.0% |
| All | +2,901.0% | +90.0% | +2,811.0% | +2,104.3% |
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 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