+60.7%
SE vs CLF
-19.9%
+80.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.8% | -3.9% |
| 7D | -7.7% | +2.3% | -10.1% | -8.0% |
| 30D | -22.8% | +1.9% | -24.8% | -23.3% |
| 3M | -43.7% | +5.9% | -49.6% | -44.5% |
| 6M | -12.8% | +16.9% | -29.7% | -15.7% |
| YTD | -42.0% | -1.1% | -40.9% | -43.3% |
| 1Y | -48.0% | +28.8% | -76.8% | -51.0% |
| All | +60.7% | -19.9% | +80.7% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling