+363.5%
SE vs CLF
+78.6%
+284.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.8% |
| 7D | -0.5% | +10.4% | -10.9% | -2.7% |
| 30D | -20.9% | +0.6% | -21.5% | -21.8% |
| 3M | -38.9% | +4.1% | -43.0% | -40.4% |
| 6M | -19.4% | +15.1% | -34.5% | -24.3% |
| YTD | -40.9% | -4.7% | -36.2% | -43.1% |
| 1Y | -46.2% | +20.4% | -66.5% | -50.9% |
| 3Y | +63.7% | -23.4% | +87.1% | +51.6% |
| 5Y | -77.9% | -43.3% | -34.6% | -78.6% |
| All | +363.5% | +78.6% | +284.9% | +205.9% |
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