+1,449.6%
NET vs CLF
+52.0%
+1,397.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.4% |
| 7D | -7.0% | +7.6% | -14.6% | -8.6% |
| 30D | -4.8% | -1.2% | -3.6% | -4.7% |
| 3M | +3.8% | -13.4% | +17.2% | +6.0% |
| 6M | +50.0% | +15.4% | +34.6% | +42.2% |
| YTD | +41.5% | -5.9% | +47.3% | +38.3% |
| 1Y | +32.8% | +18.8% | +14.0% | +20.5% |
| 3Y | +335.9% | -19.4% | +355.3% | +306.8% |
| 5Y | +113.8% | -47.7% | +161.6% | +115.6% |
| All | +1,449.6% | +52.0% | +1,397.5% | +1,309.4% |
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