+2,105.4%
FIX vs CLF
-47.7%
+2,153.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.5% |
| 7D | +6.0% | +7.6% | -1.5% | +4.3% |
| 30D | -7.2% | -1.2% | -6.1% | -7.1% |
| 3M | -15.9% | -13.4% | -2.5% | -13.8% |
| 6M | +12.7% | +15.4% | -2.7% | +7.7% |
| YTD | +72.8% | -5.9% | +78.7% | +70.2% |
| 1Y | +122.9% | +18.8% | +104.1% | +104.8% |
| 3Y | +774.3% | -19.4% | +793.7% | +728.9% |
| All | +2,105.4% | -47.7% | +2,153.2% | +2,049.9% |
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