+196.4%
SO vs CLF
+74.2%
+122.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.3% |
| 7D | +1.4% | +10.4% | -9.0% | +1.0% |
| 30D | +4.7% | +0.6% | +4.2% | +4.5% |
| 3M | +1.7% | +4.1% | -2.4% | +1.2% |
| 6M | +2.2% | +15.1% | -13.0% | +1.0% |
| YTD | +10.0% | -4.7% | +14.7% | +9.2% |
| 1Y | +6.0% | +20.4% | -14.3% | +4.2% |
| 3Y | +54.1% | -23.4% | +77.5% | +52.3% |
| 5Y | +79.6% | -43.3% | +122.9% | +77.9% |
| All | +196.4% | +74.2% | +122.3% | +152.9% |
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