+33.8%
DIS vs CLF
-18.8%
+52.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.9% |
| 7D | -2.6% | +7.6% | -10.2% | -3.2% |
| 30D | +3.5% | -1.2% | +4.7% | +3.5% |
| 3M | +6.8% | -13.4% | +20.2% | +7.8% |
| 6M | +3.0% | +15.4% | -12.4% | +0.7% |
| YTD | -6.7% | -5.9% | -0.9% | -7.3% |
| 1Y | -10.1% | +18.8% | -28.9% | -13.8% |
| All | +33.8% | -18.8% | +52.6% | +25.2% |
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