+420.4%
FIX vs CLF
-34.5%
+454.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -12.2% | +0.6% | -8.6% |
| 7D | -27.2% | -21.0% | -6.3% | -22.8% |
| 30D | -46.9% | -8.0% | -38.9% | -45.8% |
| 3M | -44.4% | -10.9% | -33.5% | -43.0% |
| 6M | -50.9% | +5.8% | -56.7% | -52.1% |
| YTD | +3.5% | -15.1% | +18.7% | +4.2% |
| 1Y | -2.1% | +7.2% | -9.3% | -6.9% |
| All | +420.4% | -34.5% | +454.9% | +420.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling