+1,381.0%
NET vs CLF
+56.2%
+1,324.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.2% | +6.6% | -0.6% |
| 7D | -16.4% | -7.9% | -8.5% | -14.9% |
| 30D | -25.8% | +5.2% | -31.1% | -26.9% |
| 3M | -11.5% | +4.3% | -15.8% | -13.2% |
| 6M | +18.9% | +25.3% | -6.3% | +10.3% |
| YTD | +35.2% | -3.3% | +38.5% | +30.4% |
| 1Y | +14.5% | +20.2% | -5.8% | +4.4% |
| 3Y | +313.8% | -25.0% | +338.8% | +291.0% |
| 5Y | +32.6% | -42.1% | +74.7% | +31.2% |
| All | +1,381.0% | +56.2% | +1,324.8% | +1,228.8% |
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