-42.3%
FIX vs CLF
+23.7%
-66.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -9.2% | -5.9% | -12.7% |
| 7D | -18.9% | -7.9% | -11.0% | -16.9% |
| 30D | -36.3% | +5.2% | -41.5% | -36.7% |
| 3M | -38.5% | +4.3% | -42.8% | -39.0% |
| 6M | -42.3% | +25.3% | -67.5% | -45.6% |
| All | -42.3% | +23.7% | -66.0% | -45.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling