+133.7%
GOOG vs CLF
-48.3%
+181.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +1.1% | +6.5% | -5.4% | +0.2% |
| 30D | -5.1% | +0.2% | -5.3% | -5.2% |
| 3M | -7.1% | -3.1% | -4.0% | -7.3% |
| 6M | +12.7% | +25.0% | -12.4% | +7.7% |
| YTD | +7.1% | -7.5% | +14.5% | +5.8% |
| 1Y | +43.6% | +11.5% | +32.1% | +35.8% |
| 3Y | +146.8% | -13.7% | +160.5% | +130.7% |
| 5Y | +133.7% | -47.0% | +180.7% | +129.3% |
| All | +133.7% | -48.3% | +181.9% | +129.3% |
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