+194.9%
SO vs CLF
+82.3%
+112.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -0.1% |
| 7D | -0.1% | -9.1% | +8.9% | +0.2% |
| 30D | +8.7% | -0.9% | +9.6% | +8.5% |
| 3M | +3.4% | +3.0% | +0.4% | +3.0% |
| 6M | +3.7% | +16.7% | -13.0% | +2.5% |
| YTD | +10.0% | -3.2% | +13.2% | +9.2% |
| 1Y | +6.6% | +24.6% | -18.0% | +4.6% |
| 3Y | +52.5% | -22.3% | +74.8% | +50.6% |
| 5Y | +76.1% | -41.2% | +117.3% | +74.0% |
| 10Y | +194.9% | +83.5% | +111.4% | +150.4% |
| All | +194.9% | +82.3% | +112.6% | +150.4% |
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 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