+8,419.6%
FIX vs CLF
+279.8%
+8,139.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -9.2% | -5.9% | -13.2% |
| 7D | -18.9% | -7.9% | -11.0% | -17.4% |
| 30D | -36.3% | +5.2% | -41.5% | -37.1% |
| 3M | -38.5% | +4.3% | -42.8% | -39.4% |
| 6M | -42.3% | +25.3% | -67.5% | -45.6% |
| YTD | +17.1% | -3.3% | +20.4% | +14.5% |
| 1Y | +14.4% | +20.2% | -5.8% | +7.1% |
| 3Y | +486.7% | -25.0% | +511.7% | +469.1% |
| 5Y | +1,083.7% | -42.1% | +1,125.8% | +1,054.9% |
| 10Y | +3,932.4% | +139.1% | +3,793.3% | +2,499.4% |
| All | +8,419.6% | +279.8% | +8,139.8% | +2,947.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling