+175.2%
SO vs CLF
+104.8%
+70.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | -1.5% | -19.6% | +18.1% | -0.7% |
| 30D | +8.1% | -5.0% | +13.1% | +8.1% |
| 3M | +0.2% | -6.3% | +6.5% | +0.2% |
| 6M | +0.4% | +2.8% | -2.4% | -0.3% |
| YTD | +8.5% | -13.7% | +22.2% | +8.2% |
| 1Y | +4.9% | +13.6% | -8.6% | +3.4% |
| 3Y | +47.9% | -34.0% | +81.9% | +47.2% |
| 5Y | +75.7% | -48.7% | +124.4% | +74.7% |
| All | +175.2% | +104.8% | +70.4% | +142.5% |
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