+4.4%
GOOGL vs CLF
+12.5%
-8.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.2% | +12.4% | +3.2% |
| 7D | -11.1% | -7.9% | -3.2% | -11.1% |
| 30D | -16.6% | +5.2% | -21.9% | -16.7% |
| 3M | -23.4% | +4.3% | -27.7% | -23.6% |
| 6M | -24.5% | +25.3% | -49.8% | -24.9% |
| YTD | -7.5% | -3.3% | -4.2% | -9.2% |
| 1Y | +4.4% | +20.2% | -15.9% | -1.2% |
| All | +4.4% | +12.5% | -8.2% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling