+436.6%
GE vs CLF
-47.7%
+484.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.8% |
| 7D | -1.6% | +7.6% | -9.2% | -2.8% |
| 30D | -11.6% | -1.2% | -10.4% | -11.5% |
| 3M | +3.0% | -13.4% | +16.4% | +4.7% |
| 6M | -0.5% | +15.4% | -15.9% | -4.2% |
| YTD | +9.7% | -5.9% | +15.6% | +8.4% |
| 1Y | +20.0% | +18.8% | +1.2% | +11.9% |
| 3Y | +275.8% | -19.4% | +295.2% | +258.2% |
| All | +436.6% | -47.7% | +484.3% | +424.6% |
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 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