+280.4%
GE vs CLF
-18.8%
+299.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.9% |
| 7D | -1.6% | +7.6% | -9.2% | -2.5% |
| 30D | -11.6% | -1.2% | -10.4% | -11.5% |
| 3M | +3.0% | -13.4% | +16.4% | +4.2% |
| 6M | -0.5% | +15.4% | -15.9% | -3.2% |
| YTD | +9.7% | -5.9% | +15.6% | +8.6% |
| 1Y | +20.0% | +18.8% | +1.2% | +14.6% |
| All | +280.4% | -18.8% | +299.2% | +252.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling