+155.5%
GE vs CLF
+104.8%
+50.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.4% |
| 7D | +7.1% | -19.6% | +26.7% | +11.8% |
| 30D | +6.5% | -5.0% | +11.4% | +6.7% |
| 3M | -13.6% | -6.3% | -7.3% | -13.5% |
| 6M | +6.0% | +2.8% | +3.2% | +2.7% |
| YTD | +5.4% | -13.7% | +19.1% | +4.5% |
| 1Y | +6.5% | +13.6% | -7.1% | -0.9% |
| 3Y | +268.6% | -34.0% | +302.6% | +256.2% |
| 5Y | +389.0% | -48.7% | +437.8% | +376.2% |
| All | +155.5% | +104.8% | +50.7% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling