+613.7%
GOOGL vs CLF
+80.1%
+533.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +1.8% | -19.6% | +21.3% | +4.4% |
| 30D | -18.8% | -5.0% | -13.8% | -18.6% |
| 3M | -20.3% | -6.3% | -14.0% | -20.4% |
| 6M | -28.4% | +2.8% | -31.1% | -30.0% |
| YTD | -8.8% | -13.7% | +4.9% | -9.8% |
| 1Y | +0.3% | +13.6% | -13.3% | -4.8% |
| 3Y | +120.7% | -34.0% | +154.7% | +115.1% |
| 5Y | +93.1% | -48.7% | +141.9% | +89.1% |
| All | +613.7% | +80.1% | +533.6% | +435.0% |
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