+8.3%
DIS vs CLF
+12.5%
-4.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.2% | +13.4% | +4.5% |
| 7D | +9.1% | -7.9% | +17.0% | +9.4% |
| 30D | +14.8% | +5.2% | +9.6% | +14.2% |
| 3M | +21.2% | +4.3% | +16.8% | +20.4% |
| 6M | +18.3% | +25.3% | -7.0% | +14.2% |
| YTD | +5.4% | -3.3% | +8.7% | +4.6% |
| 1Y | +8.3% | +20.2% | -12.0% | +1.4% |
| All | +8.3% | +12.5% | -4.3% | +1.4% |
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 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