+589.4%
SE vs CLF
+76.5%
+512.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.3% |
| 7D | -6.1% | +7.6% | -13.7% | -7.6% |
| 30D | -2.5% | -1.2% | -1.3% | -2.4% |
| 3M | +21.7% | -13.4% | +35.1% | +24.0% |
| 6M | +27.0% | +15.4% | +11.6% | +20.1% |
| YTD | -12.1% | -5.9% | -6.3% | -14.0% |
| 1Y | -40.9% | +18.8% | -59.7% | -46.3% |
| 3Y | +191.0% | -19.4% | +210.4% | +168.7% |
| 5Y | -68.3% | -47.7% | -20.6% | -68.5% |
| All | +589.4% | +76.5% | +512.9% | +362.4% |
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