+3,553.2%
FIX vs CLF
+74.2%
+3,479.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.6% |
| 7D | +9.4% | +10.4% | -1.0% | +6.9% |
| 30D | -27.8% | +0.6% | -28.3% | -27.9% |
| 3M | -35.6% | +4.1% | -39.7% | -36.4% |
| 6M | -45.2% | +15.1% | -60.3% | -47.8% |
| YTD | +19.5% | -4.7% | +24.2% | +16.9% |
| 1Y | +24.2% | +20.4% | +3.9% | +15.0% |
| 3Y | +494.2% | -23.4% | +517.5% | +469.1% |
| 5Y | +1,036.1% | -43.3% | +1,079.4% | +1,003.5% |
| All | +3,553.2% | +74.2% | +3,479.0% | +2,170.5% |
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