+250.2%
GM vs CLF
-77.5%
+327.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.9% |
| 7D | +0.4% | -9.1% | +9.4% | +1.7% |
| 30D | +7.2% | -0.9% | +8.1% | +6.7% |
| 3M | +1.0% | +3.0% | -1.9% | -0.5% |
| 6M | +13.0% | +16.7% | -3.7% | +8.0% |
| YTD | +9.8% | -3.2% | +12.9% | +6.9% |
| 1Y | +25.9% | +24.6% | +1.3% | +17.3% |
| 3Y | +240.4% | -22.3% | +262.7% | +221.0% |
| 5Y | +56.1% | -41.2% | +97.3% | +49.8% |
| 10Y | +226.7% | +83.5% | +143.2% | +134.9% |
| All | +250.2% | -77.5% | +327.7% | +293.6% |
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 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