+3,800.0%
FIX vs CLF
+92.7%
+3,707.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.0% | +2.4% | +7.7% |
| 7D | -7.2% | -14.1% | +6.8% | -3.5% |
| 30D | -35.1% | -5.5% | -29.6% | -34.2% |
| 3M | -34.3% | 0.0% | -34.3% | -34.5% |
| 6M | -42.9% | +11.3% | -54.2% | -45.2% |
| YTD | +19.5% | -7.7% | +27.1% | +17.8% |
| 1Y | +16.8% | +17.5% | -0.8% | +8.7% |
| 3Y | +506.7% | -25.4% | +532.1% | +485.0% |
| 5Y | +1,046.7% | -46.0% | +1,092.7% | +1,026.8% |
| 10Y | +3,800.0% | +80.1% | +3,719.9% | +2,336.1% |
| All | +3,800.0% | +92.7% | +3,707.3% | +2,336.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling