+948.1%
FIX vs CLF
-51.2%
+999.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +5.1% |
| 7D | -17.5% | -19.6% | +2.1% | -12.9% |
| 30D | -41.6% | -5.0% | -36.6% | -40.8% |
| 3M | -40.6% | -6.3% | -34.3% | -39.9% |
| 6M | -49.4% | +2.8% | -52.1% | -50.3% |
| YTD | +9.2% | -13.7% | +22.9% | +9.4% |
| 1Y | +6.5% | +13.6% | -7.1% | +0.2% |
| 3Y | +448.7% | -34.0% | +482.7% | +442.9% |
| All | +948.1% | -51.2% | +999.3% | +934.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling