-38.5%
FIX vs CLF
+10.8%
-49.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -9.2% | -5.9% | -12.5% |
| 7D | -18.9% | -7.9% | -11.0% | -16.7% |
| 30D | -36.3% | +5.2% | -41.5% | -35.9% |
| 3M | -38.5% | +4.3% | -42.8% | -38.3% |
| All | -38.5% | +10.8% | -49.3% | -38.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling