-11.4%
F vs CLF
-49.8%
+38.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.2% | +11.1% | +1.2% |
| 7D | +1.4% | -21.0% | +22.3% | +5.6% |
| 30D | +2.0% | -8.0% | +10.0% | +2.6% |
| 3M | -10.4% | -10.9% | +0.5% | -9.6% |
| 6M | +9.7% | +5.8% | +3.9% | +5.8% |
| YTD | -1.2% | -15.1% | +13.9% | -2.0% |
| 1Y | 0.0% | +7.2% | -7.2% | -5.8% |
| 3Y | +41.1% | -34.2% | +75.3% | +39.3% |
| 5Y | -11.4% | -49.6% | +38.2% | -12.0% |
| All | -11.4% | -49.8% | +38.4% | -12.0% |
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