+13,507.3%
GOOGL vs CLF
+88.4%
+13,418.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -2.3% | +7.6% | -9.9% | -3.3% |
| 30D | -6.6% | -1.2% | -5.4% | -6.5% |
| 3M | -8.9% | -13.4% | +4.4% | -8.0% |
| 6M | +11.9% | +15.4% | -3.5% | +8.1% |
| YTD | +8.3% | -5.9% | +14.2% | +6.7% |
| 1Y | +46.2% | +18.8% | +27.4% | +37.8% |
| 3Y | +151.9% | -19.4% | +171.3% | +140.6% |
| 5Y | +137.7% | -47.7% | +185.4% | +133.5% |
| 10Y | +757.6% | +130.4% | +627.2% | +507.8% |
| All | +13,507.3% | +88.4% | +13,418.9% | +7,699.3% |
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 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