+615.0%
F vs CLF
+714.0%
-99.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.1% |
| 7D | +5.3% | +7.6% | -2.2% | +3.8% |
| 30D | +4.6% | -1.2% | +5.8% | +4.6% |
| 3M | -3.7% | -13.4% | +9.7% | -2.0% |
| 6M | +16.8% | +15.4% | +1.4% | +11.6% |
| YTD | +15.3% | -5.9% | +21.2% | +13.4% |
| 1Y | +31.0% | +18.8% | +12.2% | +20.4% |
| 3Y | +45.4% | -19.4% | +64.8% | +36.7% |
| 5Y | +54.7% | -47.7% | +102.4% | +52.5% |
| 10Y | +98.2% | +130.4% | -32.2% | +26.3% |
| All | +615.0% | +714.0% | -99.0% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling