+750.9%
GOOGL vs CLF
+108.7%
+642.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +1.1% | +6.5% | -5.4% | +0.2% |
| 30D | -4.4% | +0.2% | -4.7% | -4.6% |
| 3M | -6.8% | -3.1% | -3.7% | -7.1% |
| 6M | +13.6% | +25.0% | -11.5% | +8.7% |
| YTD | +8.3% | -7.5% | +15.8% | +7.0% |
| 1Y | +44.9% | +11.5% | +33.4% | +37.8% |
| 3Y | +150.5% | -13.7% | +164.2% | +136.5% |
| 5Y | +137.7% | -47.0% | +184.7% | +132.7% |
| 10Y | +750.9% | +116.3% | +634.6% | +520.9% |
| All | +750.9% | +108.7% | +642.3% | +520.9% |
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