-2.3%
F vs CLF
+20.2%
-22.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.2% |
| 7D | +1.0% | -9.1% | +10.0% | +1.8% |
| 30D | +2.1% | -0.9% | +3.1% | +1.7% |
| 3M | -10.3% | +3.0% | -13.2% | -11.4% |
| 6M | +3.3% | +16.7% | -13.4% | -0.1% |
| YTD | -2.0% | -3.2% | +1.2% | -4.8% |
| 1Y | -2.3% | +24.6% | -26.9% | -11.1% |
| All | -2.3% | +20.2% | -22.5% | -11.1% |
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