-15.8%
F vs CLF
-51.2%
+35.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +1.6% | -19.6% | +21.1% | +5.4% |
| 30D | +2.6% | -5.0% | +7.6% | +2.6% |
| 3M | -8.8% | -6.3% | -2.5% | -8.9% |
| 6M | +4.6% | +2.8% | +1.8% | +1.5% |
| YTD | -1.9% | -13.7% | +11.8% | -3.0% |
| 1Y | -0.8% | +13.6% | -14.3% | -7.5% |
| 3Y | +43.5% | -34.0% | +77.5% | +41.8% |
| All | -15.8% | -51.2% | +35.4% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling