+16.3%
FIX vs CLF
+26.4%
-10.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +17.0% | +16.0% | +1.0% | +12.4% |
| 30D | -30.6% | +1.6% | -32.2% | -30.7% |
| 3M | -35.0% | +6.7% | -41.7% | -36.1% |
| 6M | -44.0% | +21.1% | -65.1% | -46.4% |
| YTD | +21.1% | -1.6% | +22.7% | +13.0% |
| 1Y | +16.3% | +18.5% | -2.2% | -4.6% |
| All | +16.3% | +26.4% | -10.1% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling