-50.7%
SE vs CLF
+9.8%
-60.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | +2.0% | -19.6% | +21.6% | +3.7% |
| 30D | -20.0% | -5.0% | -15.0% | -19.9% |
| 3M | -31.8% | -6.3% | -25.5% | -31.7% |
| 6M | -15.9% | +2.8% | -18.7% | -17.0% |
| YTD | -40.6% | -13.7% | -26.9% | -42.6% |
| 1Y | -50.7% | +13.6% | -64.3% | -58.8% |
| All | -50.7% | +9.8% | -60.5% | -58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling