+763.1%
PM vs CLF
-73.8%
+836.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.1% |
| 7D | -4.9% | +7.6% | -12.5% | -5.4% |
| 30D | -3.4% | -1.2% | -2.2% | -3.4% |
| 3M | +5.2% | -13.4% | +18.5% | +5.8% |
| 6M | +3.7% | +15.4% | -11.7% | +1.7% |
| YTD | +15.8% | -5.9% | +21.6% | +14.8% |
| 1Y | +17.4% | +18.8% | -1.5% | +13.4% |
| 3Y | +116.9% | -19.4% | +136.3% | +110.1% |
| 5Y | +117.3% | -47.7% | +165.0% | +113.1% |
| 10Y | +193.8% | +130.4% | +63.4% | +132.4% |
| All | +763.1% | -73.8% | +836.9% | +582.0% |
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 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