+772.7%
GOOG vs CLF
+116.4%
+656.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -1.6% | -2.7% | +1.1% | -1.2% |
| 30D | -7.7% | -3.2% | -4.5% | -7.4% |
| 3M | -9.3% | -5.0% | -4.3% | -9.4% |
| 6M | +7.4% | +26.6% | -19.2% | +2.7% |
| YTD | +4.9% | -9.0% | +13.8% | +3.8% |
| 1Y | +37.2% | +11.8% | +25.4% | +30.4% |
| 3Y | +141.6% | -15.1% | +156.7% | +128.8% |
| 5Y | +128.8% | -48.2% | +177.0% | +124.5% |
| 10Y | +772.7% | +127.6% | +645.1% | +541.1% |
| All | +772.7% | +116.4% | +656.3% | +541.1% |
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