+77.0%
SO vs CLF
-51.2%
+128.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | -1.5% | -19.6% | +18.1% | -1.2% |
| 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% | 0.0% |
| YTD | +8.5% | -13.7% | +22.2% | +8.4% |
| 1Y | +4.9% | +13.6% | -8.6% | +4.2% |
| 3Y | +47.9% | -34.0% | +81.9% | +49.2% |
| All | +77.0% | -51.2% | +128.3% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling