+13,444.1%
GOOG vs CLF
+88.4%
+13,355.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | -2.1% | +7.6% | -9.7% | -3.1% |
| 30D | -6.8% | -1.2% | -5.6% | -6.8% |
| 3M | -9.1% | -13.4% | +4.3% | -8.2% |
| 6M | +10.7% | +15.4% | -4.7% | +7.0% |
| YTD | +7.1% | -5.9% | +12.9% | +5.5% |
| 1Y | +44.6% | +18.8% | +25.8% | +36.3% |
| 3Y | +147.4% | -19.4% | +166.8% | +136.4% |
| 5Y | +133.8% | -47.7% | +181.5% | +129.6% |
| 10Y | +777.5% | +130.4% | +647.1% | +520.1% |
| All | +13,444.1% | +88.4% | +13,355.8% | +7,639.4% |
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